Regression modelMulticollinearity diagnostics
方差膨胀因子 (VIF)
方差膨胀因子 (VIF) 是 Donald Marquardt (1970) 提出的一项标量诊断统计量，它量化了由于普通最小二乘模型中预测变量之间的线性依赖——多重共线性——而导致估计回归系数的方差增加的程度。当分析人员怀疑两个或多个自变量的变动过于接近以至于不稳定系数估计时，它通常被应用于经济计量学、社会科学和生物医学研究。
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来源
- Marquardt, D. W. (1970). Generalized inverses, ridge regression, biased linear estimation, and nonlinear estimation. Technometrics, 12(3), 591–612. DOI: 10.1080/00401706.1970.10488699 ↗
如何引用本页
ScholarGate. (2026, June 2). Variance Inflation Factor (VIF). ScholarGate. https://scholargate.app/zh/econometrics/variance-inflation-factor
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