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InterviewSolution
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Do We Remove Intercepts While Calculating Vif? |
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Answer» No. VIF depends on the intercept because there is an intercept in the regression used to determine VIF. If the intercept is removed, R-square is not meaningful because it may be negative in which case ONE can get VIF < 1, IMPLYING that the STANDARD error of a variable would go up if that independent variable were uncorrelated with the other PREDICTORS. No. VIF depends on the intercept because there is an intercept in the regression used to determine VIF. If the intercept is removed, R-square is not meaningful because it may be negative in which case one can get VIF < 1, implying that the standard error of a variable would go up if that independent variable were uncorrelated with the other predictors. |
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