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...

standard errors. To address the high collinearity of a dataset, variance inflation factor can be used to identify the collinearity of the predictor variables...

correlated, can reduce the precision of parameter estimates (see Variance inflation factor). In the case of perfect multicollinearity, the parameter vector...

partial residual plot). Partial residual plot Partial leverage plot Variance inflation factor for a multi-linear fit. Paul Velleman; Roy Welsch (November 1981)...

interaction formula, a method for drawing molecular structural formulas Variance inflation factor, a measure of collinearity in statistical regression models Visual...

fraction of variance unexplained (FVU), since the second term compares the unexplained variance (variance of the model's errors) with the total variance (of the...

line" would lie. Partial regression plot Partial leverage plot Variance inflation factors for a multi-linear fit. Tom Ryan (1997). Modern Regression Methods...

analysis Variance Variance decomposition of forecast errors Variance gamma process Variance inflation factor Variance-gamma distribution Variance reduction...

all its random variables have the same finite variance; this is also known as homogeneity of variance. The complementary notion is called heteroscedasticity...

In physical cosmology, cosmic inflation, cosmological inflation, or just inflation, is a theory of exponential expansion of space in the very early universe...

Multicollinearity can be detected from condition number or the variance inflation factor, among other tests. The outer product of the error vector must...

relative trustworthiness, often derived from sample variance), we can determine a correction factor to yield an unbiased estimator. Assuming each random...

the variance of the current error term or innovation as a function of the actual sizes of the previous time periods' error terms; often the variance is...

Modern portfolio theory (MPT), or mean-variance analysis, is a mathematical framework for assembling a portfolio of assets such that the expected return...

for testing the equality of two variances. (However, all of these tests create experiment-wise type I error inflations when conducted as a test of the...

^{2}}/(2a)} : "long term variance". All future trajectories of r {\displaystyle r} will regroup around the long term mean with such variance after a long time...

"Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation". Econometrica. 50 (4): 987–1007. doi:10.2307/1912773. ISSN 0012-9682...

key factors that affect the probability of sovereign debt leading to sovereign risk are: debt service ratio, import ratio, investment ratio, variance of...

procedures. Leverage Partial residual plot Partial regression plot Variance inflation factor for a multi-linear fit Tom Ryan (1997). Modern Regression Methods...

Regression model validation Studentized residual Cook's distance Variance inflation factor DFFITS Partial residual plot Partial regression plot Leverage...

of the inflation rate but also its balance of risks! The split normal density is completely characterized by three parameters, the mode, variance and skewness...

interval d t {\displaystyle dt} by a single normal variable of mean 0 and variance δ t {\displaystyle \delta t} . This leads to a sample path of S ( k δ t...

analysis of variance (rANOVA) is a commonly used statistical approach to repeated measure designs. With such designs, the repeated-measure factor (the qualitative...

this case is 1, whereas the population variance does not exist. Winsorising, a related technique Core inflation, an economic statistic that omits volatile...

^{2})} is the normal distribution with mean μ {\displaystyle \mu } and variance σ 2 {\displaystyle \sigma ^{2}} . When θ ( t ) {\displaystyle \theta (t)}...

indicates an inflation ( Deff > 1 {\displaystyle {\text{Deff}}>1} ), or deflation ( Deff < 1 {\displaystyle {\text{Deff}}<1} ) in the variance of an estimator...

variance to mean power law and power law autocorrelations. The Wiener–Khinchin theorem further implies that for any sequence that exhibits a variance...

measured at 96.7%, with shared variance of 93.6%. A 1991 follow-up study by Brinson, Singer, and Beebower measured variance of 91.5%. The conclusion of the...

financial instruments. These are volatility swaps, variance swaps, conditional variance swaps, variance options, VIX futures for equities, and (with some...

international market using current exchange rate. To compare economies over time inflation can be adjusted by comparing real instead of nominal values. For cross-country...