A Caution Regarding Rules of Thumb for Variance Inflation Factors

@article{OBrien2007ACR,
  title={A Caution Regarding Rules of Thumb for Variance Inflation Factors},
  author={Robert M. O’Brien},
  journal={Quality \& Quantity},
  year={2007},
  volume={41},
  pages={673-690}
}
  • R. O’Brien
  • Published 13 March 2007
  • Mathematics
  • Quality & Quantity
The Variance Inflation Factor (VIF) and tolerance are both widely used measures of the degree of multi-collinearity of the ith independent variable with the other independent variables in a regression model. Unfortunately, several rules of thumb – most commonly the rule of 10 – associated with VIF are regarded by many practitioners as a sign of severe or serious multi-collinearity (this rule appears in both scholarly articles and advanced statistical textbooks). When VIF reaches these threshold… 

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