RegressionCommon`
RegressionCommon`

VarianceInflation

As of Version 7.0, VarianceInflation has been renamed to "VarianceInflationFactors" and has become a property of LinearModelFit.

VarianceInflation

is a possible value for the RegressionReport option for Regress and DesignedRegress that represents variance inflation factors.

更多信息和选项

  • To use VarianceInflation, you first need to load the Regression Common Functions Package. You can do this by using Needs["LinearRegression`"], which will automatically load the Regression Common Functions Package, or you can load the package directly by using Needs["RegressionCommon`"].
  • VarianceInflation gives a list of inflation factors for the estimated parameters.
  • A value greater than 1/(1-RSquared) indicates multi‐collinearity with other basis functions.

范例

基本范例  (1)

Sample data:

VarianceInflation for a linear regression:

Wolfram Research (2007)，VarianceInflation，Wolfram 语言函数，https://reference.wolfram.com/language/RegressionCommon/ref/VarianceInflation.html.

文本

Wolfram Research (2007)，VarianceInflation，Wolfram 语言函数，https://reference.wolfram.com/language/RegressionCommon/ref/VarianceInflation.html.

CMS

Wolfram 语言. 2007. "VarianceInflation." Wolfram 语言与系统参考资料中心. Wolfram Research. https://reference.wolfram.com/language/RegressionCommon/ref/VarianceInflation.html.

APA

Wolfram 语言. (2007). VarianceInflation. Wolfram 语言与系统参考资料中心. 追溯自 https://reference.wolfram.com/language/RegressionCommon/ref/VarianceInflation.html 年

BibTeX

@misc{reference.wolfram_2024_varianceinflation, author="Wolfram Research", title="{VarianceInflation}", year="2007", howpublished="\url{https://reference.wolfram.com/language/RegressionCommon/ref/VarianceInflation.html}", note=[Accessed: 22-November-2024 ]}

BibLaTeX

@online{reference.wolfram_2024_varianceinflation, organization={Wolfram Research}, title={VarianceInflation}, year={2007}, url={https://reference.wolfram.com/language/RegressionCommon/ref/VarianceInflation.html}, note=[Accessed: 22-November-2024 ]}