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Everything about Variance inflation factor
Statistical measure in mathematical model
In statistics, the variance inflation factor (VIF) is the ratio (quotient) of the variance of a parameter estimate when fitting a full model that includes other parameters to the variance of the parameter estimate if the model is fit with only the parameter on its own. The VIF provides an index that measures how much the variance of an estimated regression coefficient is increased because of collinearity. Wikipedia →
🧭 Start here: a 6-step reading path
- Read the overview: Variance inflation factorA 5-minute orientation
- Skim a recent paper: A Redefined Variance Inflation Factor: Overcoming the Limitations of the Variance Inflation FactorInfluential work since 2022
- Pick up a classic book: CIMA revision cardsThe most-reprinted book on the subject
- Read the landmark paper: A Caution Regarding Rules of Thumb for Variance Inflation FactorsCited 9,763 times
- Go sideways: Principal component regressionA closely related topic
- Go sideways: Leverage (statistics)A closely related topic
📖 Definitions
No dictionary entry for this exact phrase.
🗂️ The subject at a glance
🏆 Landmark papers (most cited)
A Caution Regarding Rules of Thumb for Variance Inflation Factors
Variance Inflation Factor: As a Condition for the Inclusion of Suppressor Variable(s) in Regression Analysis
Model-Dependent Variance Inflation Factor Cutoff Values
Extracting the Variance Inflation Factor and Other Multicollinearity Diagnostics from Typical Regression Results
Graphical Interpretation of Variance Inflation Factors
A variable selection method based on mutual information and variance inflation factor
Variance Inflation Factor and Condition Number in multiple linear regression
A variance inflation factor and backward elimination based robust regression model for forecasting monthly electricity demand using climatic variables
🆕 Influential since 2022
A Redefined Variance Inflation Factor: Overcoming the Limitations of the Variance Inflation Factor
Kalman Filter and Correlated Measurement Noise: The Variance Inflation Factor
The variance inflation factor to account for correlations in likelihood ratio tests: deformation analysis with terrestrial laser scanners
Robust Variance Inflation Factor: A Promising Approach for Collinearity Diagnostics in the Presence of Outliers
Quality by design‐steered development and validation of analytical and bioanalytical methods for raloxifene: Application of Monte Carlo simulations and variance inflation factor
📚 Books worth reading
CIMA revision cardsBob Scarlett · 2009- 📕Investment theory and risk management + websiteSteven P. Peterson · 2012
- 📕THE PILLARS OF BANKINGJohn Chibaya Mbuya · 2008
- 📕RISK COMPANION · 2010
Ranked by number of editions on Open Library, a rough measure of how lasting a book is.
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