How to do Multi-collinearity test? # Tolerance test #VIF

In this video, I have used SPSS software to test the multicollinearity of the independent variables.
Multicollinearity is the estimation of the intercorrelation between the variables.

There are 4 conditions to check the Independent variable don't have the Multicollinearity
1. The Tolerance must be greater than 0.2

2. The Variance Inflation Factor ( VIF) must be less than 5.0
3. The Eigenvalue must not be close to zero
4. The condition index value must be less than 15.
If the independent variable is having multicollinearity mean small change in the data will lead to a major change in the estimations coefficients.


So, Its always better to check the multicollinearity of the Independent variables.


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