Porovnat metody

	Variační inflační faktor (VIF)	Index podmíněnosti	Regrese metodou ordinárních nejmenších čtverců (OLS)
Obor	Ekonometrie	Ekonometrie	Ekonometrie
Rodina	Regression model	Regression model	Regression model
Rok vzniku	1970	1980	2019
Tvůrce	Donald Marquardt	Belsley, Kuh & Welsch	Wooldridge (textbook treatment); classical least squares
Typ	Diagnostic statistic	Collinearity diagnostic index	Linear regression
Původní zdroj	Marquardt, D. W. (1970). Generalized inverses, ridge regression, biased linear estimation, and nonlinear estimation. Technometrics, 12(3), 591–612.	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	Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860
Další názvy	VIF, Variance Inflation Index, Multicollinearity Inflation Factor, Varyans Enflasyon Faktörü	Belsley Condition Index, Collinearity Condition Index, Singular Value Condition Index, Koşul İndeksi	ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu
Příbuzné	3	2	5
Shrnutí	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.	Ordinary Least Squares is the classical linear regression method that explains a continuous outcome as a linear combination of predictors. It estimates the coefficients by minimising the sum of squared residuals, and under the Gauss-Markov assumptions these estimates are the best linear unbiased estimator (BLUE).