A variance inflation factor is a scalar measure computed for each predictor in a multiple regression model. For predictor X_j, let R²_j be the coefficient of determination when X_j is regressed on all other predictors. The VIF is VIF_j = 1 / (1 - R²_j). The persistence mechanism is mathematical definition applied to any fitted regression model. [formal: varietatis inflationis | substrate: mind | horizon: a moment | explicit: yes | epoch: 0.01]
Accepted ontology entry
variance inflation factor
A variance inflation factor is a scalar measure computed for each predictor in a multiple regression model. For predictor X_j, let R²_j be the coefficient of determination when X_j is regressed on all other predictors. The VIF is VIF_j = 1…
Definition
Why it is in scope
A human-made statistical measure that quantifies how much the variance of a regression coefficient is inflated by multicollinearity among predictors. Computed as 1/(1-R²) where R² is the R-squared from regressing one predictor on all others.
Names and aliases
- variance inflation factoren · CANONICAL
Relations from this entry
- cmrwiv1rn00a8soacg5vdpiogINSTANCE_OF →
Variance inflation factor IS a specific kind of metric — it quantifies multicollinearity in regression models. Specifically, VIF_j = 1/(1-R²_j) where R²_j is the R-squared of regressing predictor j on all other predictors. A competent speaker would call VIF 'a metric (of collinearity).' Direction: specific→general.
- cmskpjusd056nnobpc3khcmusINSTANCE_OF →
Variance inflation factor (VIF) is a specific diagnostic measure used to detect multicollinearity in regression models. A competent speaker would call VIF 'a diagnostic measure' — it quantifies how much the variance of a regression coefficient is inflated due to collinearity, serving as a diagnostic tool for model health.
- cmskx1k6305p8nobpedwgz05sINSTANCE_OF →
VIF is a specific kind of regression diagnostic: it measures the inflation of coefficient variances due to multicollinearity within a regression model.
- cmsl70a4206ftnobpnt88x4goDERIVED_FROM →
Which-came-first test: multicollinearity as a statistical concept was identified and named first (mid-20th century); the variance inflation factor metric was introduced later (Hoerl and Kennard, 1970) as a tool to quantify and detect it. The concept of multicollinearity fed into the design of VIF.
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Record identity
- Created
- Aug 8, 2026, 1:50 PM UTC
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- 47ccb1f4d78d63f76a121f3e0b747207f541a17dab486d726f468555d2c0772e