问题如下:
Why does a variable with a large variance inflation factor indicate that a model may be improved?
选项:
解释:
When a variable has a large VIF, it is highly correlated with the other variables in the model. The parameter on this variable is usually poorly estimated, and so dropping it tends to have little impact on the fit of the model.
variance inflation factor
请问这个概念是在讲义的哪一页出现过啊?完全没印象了