قارن الطرق
راجع الطرق التي اخترتها جنبًا إلى جنب؛ الصفوف المختلفة مميَّزة.
| معامل تضخم التباين (VIF)× | مؤشر الشرط× | |
|---|---|---|
| المجال | الاقتصاد القياسي | الاقتصاد القياسي |
| العائلة | Regression model | Regression model |
| سنة النشأة≠ | 1970 | 1980 |
| صاحب الطريقة≠ | Donald Marquardt | Belsley, Kuh & Welsch |
| النوع≠ | Diagnostic statistic | Collinearity diagnostic index |
| المصدر التأسيسي≠ | Marquardt, D. W. (1970). Generalized inverses, ridge regression, biased linear estimation, and nonlinear estimation. Technometrics, 12(3), 591–612. DOI ↗ | Belsley, D. A., Kuh, E., & Welsch, R. E. (1980). Regression Diagnostics: Identifying Influential Data and Sources of Collinearity. John Wiley & Sons. ISBN: 978-0-471-05856-4 |
| الأسماء البديلة | VIF, Variance Inflation Index, Multicollinearity Inflation Factor, Varyans Enflasyon Faktörü | Belsley Condition Index, Collinearity Condition Index, Singular Value Condition Index, Koşul İndeksi |
| ذات صلة≠ | 3 | 2 |
| الملخص≠ | The Variance Inflation Factor (VIF) is a scalar diagnostic statistic proposed by Donald Marquardt (1970) that quantifies how much the variance of an estimated regression coefficient increases due to linear dependence—multicollinearity—among the predictors in an ordinary least squares model. It is routinely applied in econometrics, social science, and biomedical research whenever analysts suspect that two or more independent variables move together closely enough to destabilize coefficient estimates. | The Condition Index, introduced by Belsley, Kuh, and Welsch (1980), is a scalar measure derived from singular value decomposition of the scaled regressor matrix. It quantifies the degree of near-linear dependence among predictors in ordinary least squares regression, enabling analysts to detect collinearity that inflates coefficient variance and destabilises parameter estimates. Widely used in economics, social sciences, and biomedical research wherever OLS regression is applied. |
| ScholarGateمجموعة البيانات ↗ |
|
|