The variance inflation factors for the final model in this invocation.

Property Value

A double array containing the variance inflation factors for the final model in this invocation.

Remarks

The elements are in the same order as the independent variables in x (or, if the covariance matrix is specified, the elements are in the same order as the variables in cov). Each element corresponding to a variable not in the model contains statistics for a model which includes the variables of the final model and the variables corresponding to the element in question.

The square of the multiple correlation coefficient for the i-th regressor after all others can be obtained from the i-th element for the returned array by the following formula:

See Also

StepwiseRegression Class | Imsl.Stat Namespace

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