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    $\begingroup$ Decomposing the R-squared (e.g. by looking at squared semi-partial correlations) and gain the information you are interested in is difficult. Imagine e.g. a situation with three highly correlated covariables $z_1$, $z_2$, $z_3$. How would you want to decompose the R-squared corresponding to the VIF of $z_1$ in contributions of $z_2$ and $z_3$? $\endgroup$ Commented Aug 29, 2018 at 16:27
  • $\begingroup$ @MichaelM well.. I do not know how to decompose the R-squared corresponding to the VIF of z1 in contributions of z2 and z3 and that's why I posted the question to get an answer. $\endgroup$ Commented Aug 29, 2018 at 16:47
  • $\begingroup$ datascience.stackexchange.com/a/64415/71442 $\endgroup$ Commented Jan 10, 2021 at 13:52
  • $\begingroup$ Similar question here: stats.stackexchange.com/questions/400122/… $\endgroup$ Commented May 21, 2022 at 21:00