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Regresija običnih najmanjih kvadrata (OLS)×Faktor inflacije varijanse (VIF)×
OblastEkonometrijaEkonometrija
PorodicaRegression modelRegression model
Godina nastanka20191970
TvoracWooldridge (textbook treatment); classical least squaresDonald Marquardt
TipLinear regressionDiagnostic statistic
Temeljni izvorWooldridge, 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 ↗
Drugi naziviordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonuVIF, Variance Inflation Index, Multicollinearity Inflation Factor, Varyans Enflasyon Faktörü
Srodne53
SažetakOrdinary 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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ScholarGateUporedite metode: OLS Regression · Variance Inflation Factor. Preuzeto 2026-06-18 sa https://scholargate.app/sr/compare