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 to collinearity. Use of Variance Inflation Factor VIF can be calculated by the formula be...
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...
bptest()、vif()的值EN使用R对内置longley数据集进行回归分析，如果以GNP.deflator作为因变量y，问这个...
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 ...
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 ...
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 ...
VIF calculation: For each predictor variable in a regression model, the VIF is calculated by regressing that variable against all the other predictor variables. The formula for calculating the VIF of a variable is VIF = 1/(1 − R²), where R² is the coefficient of determination of th...