Regression diagnostics: VIF ≥ 10 means collinearity is inflating your standard errors
mdancho84 · x · 2026-09-20
- A segment from Matt Dancho's regression diagnostics series covering multicollinearity: when predictors are strongly correlated, the model struggles to isolate individual effects and parameter uncertainty inflates.
- Actionable thresholds via Variance Inflation Factor (VIF): VIF < 5 is low, < 10 is moderate (proceed with caution), and VIF ≥ 10 means your standard errors are likely inflated.
Related event: Data Scientist Shares Practical Regression Diagnostics Tips(2 posts)→
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