问题如下:
In a model with two explanatory variables, , what does the correlation need to be between the two regressors, X1 and X2, for the variance inflation factor to be above 10?
选项:
解释:
The variance inflation factor is , where measures how well variable j is explained by the other variables in the model. Here there are two variables, and so . The variance inflation factor of 10 solves , so that or .
Correlations greater than (in absolute value) would produce values above 10.
variance inflation factor这个知识点在基础班哪里提到的呀?一点印象也没有了。谢谢老师