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Variance inflation factor calculator

Enter R² from the auxiliary regression of the selected predictor on every other predictor in the model.

Variance inflation factor VIF: —

Fill in the fields above — the result is computed on this page.

R²j
—
Tolerance 1 − R²j
—
√VIF — standard-error multiplier
—

What do these numbers mean?
  • Calculate VIF separately for every predictor.
  • A high VIF concerns coefficient stability, not automatically the whole model's prediction quality.

The calculator requires auxiliary R²j. It does not derive R² without the raw data matrix or decide whether a predictor should be removed.

How do I use this page?
  1. Fit the auxiliary regression of one predictor on all others.
  2. Enter the resulting R²j.
  3. Read VIF, tolerance and √VIF.

What this page does not do: The calculator requires auxiliary R²j. It does not derive R² without the raw data matrix or decide whether a predictor should be removed.

Further reading

Theory — what is the variance inflation factor (VIF)?

VIF, the variance inflation factor, shows how much larger a regression coefficient's variance can be due to linear dependence of that predictor on the others. Tolerance is the inverse of VIF, and a VIF of 1 means the predictor is not linearly explained by the remaining variables. The calculator requires the R² from an auxiliary regression of the chosen predictor on all other predictors in the model. A threshold of 5 or 10 is sometimes used as a warning sign, but it is not a fixed rule.

Frequently asked questions

What does VIF=1 mean?
The predictor is not linearly explained by the other predictors in the auxiliary regression.
Can VIF be below 1?
Not in an ordinary model with an intercept because 0≤R²j<1.

See also

← All calculators

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