VIF is another commonly used tool to detect whether multicollinearity exists in a regression model. It measures how much the variance (or standard error) of the estimated regression coefficient is inflated due t
Parameters --- 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 Returns --- vif : float variance inflation factor Notes --- This function does not save ...
ENR是一套完整的数据处理、计算和制图软件系统。其功能包括：数据存储和处理系统；数组运算工具（其向量...
Variance inflation factors(VIF) give a measure of the extent ofmulticollinearityin the predictors of a regression. If the VIF of a predictor is high, it indicates that that predictor is highly correlated with other predictors, it contains little or no unique information, and there is redundancy ...
答： ## 查看longley的数据结构 str(longley) ## 'data.frame': 16 obs. of 7 variables: #...
Then, calculate the VIF factor forwith the following formula: whereR2iis thecoefficient of determinationof the regression equation in step one. Step three Analyze the magnitude ofmulticollinearityby considering the size of the . A common rule of thumbis that if then multicollinearityis high. Also ...
st: re: vif after newey2 FromChristopher Baum <kit.baum@bc.edu> To<statalist@hsphsun2.harvard.edu> Subjectst: re: vif after newey2 DateFri, 1 Oct 2010 21:39:36 -0400
Then, calculate the VIF factor forwith the following formula: whereR2iis thecoefficient of determinationof the regression equation in step one. Step three Analyze the magnitude ofmulticollinearityby considering the size of the . A common rule of thumbis that if then multicollinearityis high. Also ...