Multicollinearity and VIF (theory + R code)

Автор: Meerkat Statistics

Загружено: 2023-01-14

Просмотров: 4701

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Multicollinearity is essentially a problem of matrix inversion. It affects inference of the linear-dependent covariates, but not so much prediction. One possible way of detecting it is using the Variance Inflation Factor (VIF). In this video we will explore these concepts in depth.

Paper on VIF when using dummy variables: https://bit.ly/3XoJgUs

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Intro/Outro Music: Dreamer - by Johny Grimes
• Johny Grimes - Dreamer

Multicollinearity and VIF (theory + R code)

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