StepwiseRegression.CoefficientVIF Property

StepwiseRegressionCoefficientVIF Property

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

Namespace: Imsl.Stat
Assembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0

Syntax

public virtual double[] CoefficientVIF { get; }

Public Overridable ReadOnly Property CoefficientVIF As Double()
	Get

public:
virtual property array<double>^ CoefficientVIF {
	array<double>^ get ();
}

abstract CoefficientVIF : float[] with get
override CoefficientVIF : float[] with get

Property Value

Type: Double
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:

$1.0-\frac{1.0}{VIF}$

Reference

StepwiseRegression Class

Imsl.Stat Namespace