<!-- 
.. title: Multicollinearity monitoring
.. slug: Multicollinearity+monitoring
.. date: 2016-04-28 07:45:38 UTC+03:00
.. tags: mathjax
.. category: 
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.. type: text
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1. Variance inflation factor: $$ \mathit{VIF\_j} = \frac{1}{1-\mathit{R^2_j}} $$
2. Correlation: $$ \mathit{sCorr(x,y)} = \frac{\sum(x\_i - \hat x)(y\_i - \hat y)/(n-1)}{\sqrt{\mathit{sVar(x)\ast sVar(y)}}} $$
3. Indicator values: $ \mathit{VIF_j}>10 $, $ \mathit{sCorr(x,y)}>0.9 $