Search Ctrl K
Home / Tools
THE FEUTEX TOOLKIT

Variance Inflation and Tolerance

Measure coefficient variance inflation from the auxiliary regression R-squared.

Statistics workspace● Runs in your browser
01 Your input
02 Your result
View or copy raw result data
FormulaVif = 1/(1-r2); Tolerance = 1-r2; Standard Error Factor = 1/sqrt(1-r2)
Sources and model references

Made for real tasks

  • Measure coefficient variance inflation from the auxiliary regression R-squared.
Explore step-by-step workflows →

Worked example

Inputs

Auxiliary regression R-squared
0.8 fraction

Expected results

Vif
5 number
Tolerance
0.2 number
Standard Error Factor
2.236067977 number

Load the example in the workspace to reproduce these results. Display rounding does not change the underlying calculation.

How to use this tool

  1. Enter auxiliary regression r-squared.
  2. Use the displayed units and confirm the model assumptions.
  3. Calculate and compare the outputs against your input scenario.

Try this example

{
  "r2": 0.8
}

Accuracy and scope

R-squared comes from regressing one predictor on all remaining predictors. Does not measure overall model fit.

Is my data uploaded?

This tool runs locally in your browser. Input and output are not sent to a processing server. Copy or download your result before leaving the page.