Collinearity

Physics

Accounting

Business

Multicollinearity

Mathematics

Regression

Statistics

Linear model

Econometrics

Variance inflation factor

Monte Carlo method

Variance (accounting)

Programming language

Inflation (cosmology)

Factor (programming language)

Theoretical physics

Computer science

Linear regression

Journal of Statistical Computation and Simulation

The Variance Inflation Factor and the Condition Number are measures traditionally applied to detect the presence of collinearity in a multiple linear model. This paper presents the relation and the difference between both measures from theoretical and empirical perspectives by using Monte Carlo simulations and taking special interest in the computational techniques.

Variance Inflation Factor and Condition Number in multiple linear regression