-
Notifications
You must be signed in to change notification settings - Fork 0
multicollinearity in regression
Tansu Dasli edited this page Sep 22, 2023
·
4 revisions
multicollinearity is about some independent features acting as together
multicollinearity risk increases, When
-
correlation > 0.9
, or - Variance Inflation Factor
(VIF) = 1/(1-R²) > 2.5
orR²>0.60