Variables variance inflation factor

Variance inflation factors (3, 4, 5, 6) provide a simpler, overall measure of the non-independence of the estimators, that is, the co-linearity of the variables of the model. 

A more formal and often used approach to measuring correlation between predictor variables is the variance inflation factor (VIF) value. It is computed as... 

The coefficient of determination of each predictor variable j regressed on all the other predictor variables exceeds 0.90, or the variance inflation factor VIFj = (1 — R j) is less than 10 (variable j is colinear with one or more of the other predictors). VIFj is the j,j)th diagonal element of the matrix V V where V — [zij]. R j can be computed from the relationship between Rj and VIFj. 

---