The variance inflation factors for the final model in this
invocation.
Namespace:
Imsl.Stat
Assembly:
ImslCS (in ImslCS.dll) Version: 6.5.0.0
Syntax
| C# |
|---|
public virtual double[] CoefficientVIF { get; } |
| Visual Basic (Declaration) |
|---|
Public Overridable ReadOnly Property CoefficientVIF As Double() |
| Visual C++ |
|---|
public: virtual property array<double>^ CoefficientVIF { array<double>^ get (); } |
Field 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:
