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Faktor Inflasi Varians (VIF)×Regresi Rabung×
BidangEkonometrikPembelajaran Mesin
KeluargaRegression modelMachine learning
Tahun asal19701970
PengasasDonald MarquardtHoerl, A.E. & Kennard, R.W.
JenisDiagnostic statisticL2-regularized linear regression
Sumber perintisMarquardt, D. W. (1970). Generalized inverses, ridge regression, biased linear estimation, and nonlinear estimation. Technometrics, 12(3), 591–612. DOI ↗Hoerl, A.E. & Kennard, R.W. (1970). Ridge Regression: Biased Estimation for Nonorthogonal Problems. Technometrics, 12(1), 55–67. DOI ↗
AliasVIF, Variance Inflation Index, Multicollinearity Inflation Factor, Varyans Enflasyon FaktörüRidge Regresyonu, ridge regresyonu, L2-regularized regression, Tikhonov regularization
Berkaitan34
RingkasanThe 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.Ridge Regression is an L2-regularized linear regression method, introduced by Arthur Hoerl and Robert Kennard in 1970, that reduces multicollinearity by adding a penalty on the size of the coefficients. It shrinks coefficients toward zero without setting any of them exactly to zero, producing more stable estimates when predictors are highly correlated.
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ScholarGateBandingkan kaedah: Variance Inflation Factor · Ridge Regression. Dicapai 2026-06-18 daripada https://scholargate.app/ms/compare