What are the assumptions made when using the VIF (Variance Inflation Factor) to detect multicollinearity?
- The data should follow a normal distribution.
- The relationship between variables should be linear.
- The response variable should be binary.
- There should be no outliers in the data.
The Variance Inflation Factor (VIF) assumes a linear relationship between the predictor variables. This is because VIF is derived from the R-squared value of the regression of one predictor on all the others.
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