No book told me that…
Using McFadden’s Pseudo-R2 ? OR do traditional linear regression to get VIF?
Variance Inflation Factor – How to Calculate VIF in Logistic Regression
logisticregressionvariance-inflation-factor
logisticregressionvariance-inflation-factor
No book told me that…
Using McFadden’s Pseudo-R2 ? OR do traditional linear regression to get VIF?
Best Answer
The variance inflation factor is only about the independent variables. You can calculate it the same way in linear regression, logistic regression, Poisson regression etc.
Whether the same values indicate the same degree of "trouble" from colinearity is another matter. For this, I like to use the
perturbpackage inRwhich looks at the practical effects of one of the main issues with colinearity: That a small change in the input data can make a large change in the parameter estimates.