In the context of multi-regression, I am wondering if there is a way to decompose $$VIF_i = 1/(1-R_i^2)$$ where $R_i^2$ is the r squared obtained from the regression of dependent variable = i and independent variables are all other factors.
I want to decompose $VIF_i$ or $R_i^2$ into individual factors to see how much each individual factor contributes to the $VIF_i$ or $R_i^2$
Someone recommended using the square of partial correlation coefficient and that value is linearly related to $R_i^2$. My undestanding is that partial correlation coefficient measures the correlation between two variables, holding the other variables constant. Is this a viable option?