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  2. Variance inflation factor - Wikipedia

    en.wikipedia.org/wiki/Variance_inflation_factor

    In statistics, the variance inflation factor (VIF) is the ratio 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. [1]

  3. Vif - Wikipedia

    en.wikipedia.org/wiki/Vif

    Variance inflation factor, a measure of collinearity in statistical regression models; Visual information fidelity, measure for image quality assessment; Value of in-force, a life insurance term "Virtual Interface", a networking term; Viral infectivity factor of retroviruses, specifically used in the context of HIV "Vector Unit InterFace" on ...

  4. Multicollinearity - Wikipedia

    en.wikipedia.org/wiki/Multicollinearity

    Variance inflation factors are often misused as criteria in stepwise regression (i.e. for variable inclusion/exclusion), a use that "lacks any logical basis but also is fundamentally misleading as a rule-of-thumb".

  5. Coefficient of determination - Wikipedia

    en.wikipedia.org/wiki/Coefficient_of_determination

    Ordinary least squares regression of Okun's law.Since the regression line does not miss any of the points by very much, the R 2 of the regression is relatively high.. In statistics, the coefficient of determination, denoted R 2 or r 2 and pronounced "R squared", is the proportion of the variation in the dependent variable that is predictable from the independent variable(s).

  6. Design effect - Wikipedia

    en.wikipedia.org/wiki/Design_effect

    The design effect is a positive real number that indicates an inflation (>), or deflation (<) in the variance of an estimator for some parameter, that is due to the study not using SRS (with =, when the variances are identical).

  7. Category:Statistical deviation and dispersion - Wikipedia

    en.wikipedia.org/wiki/Category:Statistical...

    About Wikipedia; Contact us; Contribute Help; ... Fano factor; Full width at half maximum; G. ... Variance inflation factor; Variance of the mean and predicted responses;

  8. Variance - Wikipedia

    en.wikipedia.org/wiki/Variance

    Firstly, if the true population mean is unknown, then the sample variance (which uses the sample mean in place of the true mean) is a biased estimator: it underestimates the variance by a factor of (n − 1) / n; correcting this factor, resulting in the sum of squared deviations about the sample mean divided by n-1 instead of n, is called ...

  9. Autoregressive conditional heteroskedasticity - Wikipedia

    en.wikipedia.org/wiki/Autoregressive_conditional...

    where , , > and (+ ) + <, which ensures the non-negativity and stationarity of the variance process. For stock returns, parameter θ {\displaystyle ~\theta } is usually estimated to be positive; in this case, it reflects a phenomenon commonly referred to as the "leverage effect", signifying that negative returns increase future volatility by a ...