Bookcover of Variance Inflation Factor
Booktitle:

Variance Inflation Factor

Betascript Publishing (2010-11-07 )

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ISBN-13:

978-613-1-12112-8

ISBN-10:
6131121125
EAN:
9786131121128
Book language:
English
Blurb/Shorttext:
Please note that the content of this book primarily consists of articles available from Wikipedia or other free sources online. In statistics, the variance inflation factor (VIF) quantifies the severity of multicollinearity in an ordinary least squares regression analysis. It provides an index that measures how much the variance of an estimated regression coefficient (the square of the estimate's standard deviation) is increased because of collinearity. The square root of the variance inflation factor tells you how much larger the standard error is, compared with what it would be if that variable were uncorrelated with the other independent variables in the equation. Example If the variance inflation factor of an independent variable were 5.27 (√5.27 = 2.3) this means that the standard error for the coefficient of that independent variable is 2.3 times as large as it would be if that independent variable were uncorrelated with the other independent variables.
Publishing house:
Betascript Publishing
Website:
https://www.betascript-publishing.com/
Edited by:
Lambert M. Surhone, Mariam T. Tennoe, Susan F. Henssonow
Number of pages:
76
Published on:
2010-11-07
Stock:
Available
Category:
Mathematics
Price:
34.00 €
Keywords:
Ordinary Least Squares, Standard deviation

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