Multiple Regression – VIF Values and Interactions Analysis

Question

I am running a multiple regression of the form y~a+b+c+ab+ac+bc

I have checked the VIF values for the direct effects – should I check them for the interactions?

I am assuming not as that would equate to looking at the multicolinearity between a variable and itself (albeit in an interaction) which will surely be very high?

Answer 1

I go with Penguin_Knight. You will check interaction term also for VIF but you can ignore high values of VIFs here when you use interaction. You can further check for the detailed overview here:

http://www.statisticalhorizons.com/multicollinearity