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Indeks Keadaan×Regresi Kuasa Dua Terkecil Biasa (OLS)×
BidangEkonometrikEkonometrik
KeluargaRegression modelRegression model
Tahun asal19802019
PengasasBelsley, Kuh & WelschWooldridge (textbook treatment); classical least squares
JenisCollinearity diagnostic indexLinear regression
Sumber perintisBelsley, D. A., Kuh, E., & Welsch, R. E. (1980). Regression Diagnostics: Identifying Influential Data and Sources of Collinearity. John Wiley & Sons. ISBN: 978-0-471-05856-4Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860
AliasBelsley Condition Index, Collinearity Condition Index, Singular Value Condition Index, Koşul İndeksiordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu
Berkaitan25
RingkasanThe 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).
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ScholarGateBandingkan kaedah: Condition Index · OLS Regression. Dicapai 2026-06-17 daripada https://scholargate.app/ms/compare