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A First Course In Statistical Methods By Ott And Longnecker 2004 Pdf

a first course in statistical methods by ott and longnecker 2004 pdf

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Basic Statistical Methods Ppt

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Variance inflation factor

First Course Statistical Methods by Lyman Ott

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In statistics , the variance inflation factor VIF is the quotient of the variance in a model with multiple terms by the variance of a model with one term alone. It provides an index that measures how much the variance the square of the estimate's standard deviation of an estimated regression coefficient is increased because of collinearity. Cuthbert Daniel claims to have invented the concept behind the variance inflation factor, but did not come up with the name. Consider the following linear model with k independent variables:. This identity separates the influences of several distinct factors on the variance of the coefficient estimate:. It reflects all other factors that influence the uncertainty in the coefficient estimates. The VIF equals 1 when the vector X j is orthogonal to each column of the design matrix for the regression of X j on the other covariates.

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5 Comments

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    No part of this work covered by the copyright herein may be reproduced, transmitted, stored, or used in any form or by any means graphic, electronic, or mechanical, including but not limited to photocopying, recording, scanning, digitizing, taping, Web distribution, information networks, or information storage and retrieval systems, except as permitted under Section or of the United States Copyright Act, without the prior written permission of the publisher except as may be permitted by the license terms below.

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    15.04.2021 at 08:54
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