A Variance Inflation Factor (VIF) greater than 5 indicates a high degree of _______ among the predictors.

  • correlation
  • distribution
  • multicollinearity
  • variance
A VIF greater than 5 is often taken as an indication of high multicollinearity among the predictors in a regression model. This could lead to imprecise and unreliable estimates of the regression coefficients.
Add your answer
Loading...

Leave a comment

Your email address will not be published. Required fields are marked *