Conditieindices
Conditieindices, also known as condition indices, are statistical measures used to assess the quality of a dataset, particularly in the context of regression analysis and multivariate statistics. They are derived from the singular value decomposition (SVD) of a matrix, typically the design matrix in regression, and provide insights into the collinearity and multicollinearity among predictor variables.
The condition index of a matrix is defined as the ratio of the largest singular value to
Condition indices are particularly useful in diagnosing multicollinearity problems in regression analysis. High multicollinearity can inflate
In practice, condition indices are often used in conjunction with variance inflation factors (VIFs) to assess