1) Variance inflation factor 方差扩大因子2) Variance of unit weight 方差因子3) communality [,kɔmju'næliti] 公因子方差4) factor variance diagram 因子方差图5) variance enlargement model 方差扩大模型 1. In this paper,the author mainly introduces the score examine of the outlier in ...
The square root of the variance inflation factor tells you how much larger the standard error is, compared with what it would be if that variable were uncorrelated with the other independent variables in the equation. Example If the variance inflation factor of an independent variable were 5.27 ...
Example If the variance inflation factor of an independent variable were 5.27 (√5.27 = 2.3) this means that the standard error for the coefficient of that independent variable is 2.3 times as large as it would be if that independent variable were uncorrelated with the other independent variables...
def variance_inflation_factor(exog, exog_idx): """ exog : ndarray, (nobs, k_vars) design matrix with all explanatory variables, as for example used in regression exog_idx : int index of the exogenous variable in the columns of exog """ k_vars = exog.shape[1] x_i = exog[:...
Interpreting the Variance Inflation Factor Variance inflation factors range from 1 upwards. The numerical value for VIF tells you (in decimal form) whatpercentagethe variance (i.e. thestandard errorsquared) is inflated for each coefficient. For example, a VIF of 1.9 tells you that the variance ...
Example Suppose that can take only two values, and , each with probability . Then, the support of is and its probability mass function is We first need to calculate the expected value: Then, we can compute the variance: Formula for continuous variables ...
Example If the variance inflation factor of an independent variable were 5.27 (√5.27 = 2.3) this means that the standard error for the coefficient of that independent variable is 2.3 times as large as it would be if that independent variable were uncorrelated with the other independent variables...
the distribution of the ratio of two independent estimates of the same variance from a gaussian distribution based on samples of sizes (n+ 1) and (m+ 1), respectively. Estimates are usually based on one such sample analyzed in such a way as to make them independent, for example, analysis...
I then progress to a one-factor design with four test conditions. A post hoc comparisons test is often used if there are more than two test conditions, and I give an example of such a test as well. I then discuss more complex designs with two or more factors, each having two or ...
Example of Using VIF For example, suppose that an economist wants to test whether there is a statistically significant relationship between the unemployment rate (independent variable) and the inflation rate (dependent variable). Including additional independent variables that are related to theunemployment...