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最小二乗法 (OLS) 回帰×分散拡大係数(VIF)×
分野計量経済学計量経済学
系統Regression modelRegression model
提唱年20191970
提唱者Wooldridge (textbook treatment); classical least squaresDonald Marquardt
種類Linear regressionDiagnostic statistic
原典Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860Marquardt, D. W. (1970). Generalized inverses, ridge regression, biased linear estimation, and nonlinear estimation. Technometrics, 12(3), 591–612. DOI ↗
別名ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonuVIF, Variance Inflation Index, Multicollinearity Inflation Factor, Varyans Enflasyon Faktörü
関連53
概要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).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.
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ScholarGate手法を比較: OLS Regression · Variance Inflation Factor. 2026-06-18に以下より取得 https://scholargate.app/ja/compare