Multicollinearity and VIF (theory + R code)
Multicollinearity is essentially a problem of matrix inversion. It affects inference of the linear-dependent covariates, but not so much prediction. One possible way of detecting it is using the Variance Inflation Factor (VIF). In this video we will explore these concepts in depth. Paper on VIF when using dummy variables: https://bit.ly/3XoJgUs Become a member! https://meerkatstatistics.com/courses/ 🎉 Special YouTube 60% Discount on Yearly Plan – valid for the 1st 100 subscribers; Voucher code: First100 🎉 * Why become a member? All video content Extra material on complete-courses (notebooks) Access to code and notes Community Discussion No Ads Support the Creator ❤️ If you’re looking for statistical consultation, work on interesting projects, or training workshop, visit my website https://meerkatstatistics.com/ or contact me directly at [email protected] ~~~~~ SUPPORT ~~~~~ Paypal me: https://paypal.me/MeerkatStatistics ~~~~~~~~~~~~~~~~~ Intro/Outro Music: Dreamer - by Johny Grimes • Johny Grimes - Dreamer
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