The variance inflation factor (VIF) is a measure of multicollinearity between independent variables in a regression analysis. It quantifies how much the variance of the estimated coefficient is increased due to multicollinearity.
The VIF is calculated as 1 divided by the coefficient of determination, minus 1.
In this case, the coefficient of determination between two independent variables is 0.20. Thus, the VIF would be 1 / (0.20 - 1) = 1 / (-0.80) = -1.25.
It is important to note that the VIF should always be a positive value, and a negative VIF value is mathematically incorrect. Therefore, it seems there may be an error or misinterpretation in the given information or calculation.
If the coefficient of determination between two independent variables is .20, what is the VIF?
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