{"id":4522,"date":"2023-07-10T09:38:42","date_gmt":"2023-07-10T09:38:42","guid":{"rendered":"https:\/\/statorials.org\/ja\/%e3%82%a8%e3%82%a2%e3%83%ad%e3%83%83%e3%82%af%e3%81%a6%e3%82%99%e8%b3%91%e3%82%84%e3%81%8b\/"},"modified":"2023-07-10T09:38:42","modified_gmt":"2023-07-10T09:38:42","slug":"%e3%82%a8%e3%82%a2%e3%83%ad%e3%83%83%e3%82%af%e3%81%a6%e3%82%99%e8%b3%91%e3%82%84%e3%81%8b","status":"publish","type":"post","link":"https:\/\/statorials.org\/ja\/%e3%82%a8%e3%82%a2%e3%83%ad%e3%83%83%e3%82%af%e3%81%a6%e3%82%99%e8%b3%91%e3%82%84%e3%81%8b\/","title":{"rendered":"Sas \u3067 variance inflation factor (vif) \u3092\u8a08\u7b97\u3059\u308b\u65b9\u6cd5"},"content":{"rendered":"<p><\/p>\n<hr>\n<p><span style=\"color: #000000;\">\u56de\u5e30\u5206\u6790\u3067\u306f\u30012 \u3064\u4ee5\u4e0a\u306e\u4e88\u6e2c\u5909\u6570\u304c\u76f8\u4e92\u306b\u9ad8\u5ea6\u306b\u76f8\u95a2\u3057\u3066\u304a\u308a\u3001\u56de\u5e30\u30e2\u30c7\u30eb\u5185\u3067\u56fa\u6709\u307e\u305f\u306f\u72ec\u7acb\u3057\u305f\u60c5\u5831\u304c\u63d0\u4f9b\u3055\u308c\u306a\u3044\u5834\u5408\u306b<a href=\"https:\/\/statorials.org\/ja\/\u591a\u91cd\u5171\u7dda\u6027\u56de\u5e30\/\" target=\"_blank\" rel=\"noopener\">\u591a\u91cd\u5171\u7dda\u6027\u304c<\/a>\u767a\u751f\u3057\u307e\u3059\u3002<\/span><\/p>\n<p><span style=\"color: #000000;\">\u5909\u6570\u9593\u306e\u76f8\u95a2\u5ea6\u304c\u5341\u5206\u306b\u9ad8\u3044\u5834\u5408\u3001\u56de\u5e30\u30e2\u30c7\u30eb\u306e\u30d5\u30a3\u30c3\u30c6\u30a3\u30f3\u30b0\u3068\u89e3\u91c8\u306e\u969b\u306b\u554f\u984c\u304c\u767a\u751f\u3059\u308b\u53ef\u80fd\u6027\u304c\u3042\u308a\u307e\u3059\u3002<\/span><\/p>\n<p><span style=\"color: #000000;\">\u591a\u91cd\u5171\u7dda\u6027\u3092\u691c\u51fa\u3059\u308b 1 \u3064\u306e\u65b9\u6cd5\u306f\u3001<strong>\u5206\u6563\u81a8\u5f35\u4fc2\u6570 (VIF)<\/strong>\u3068\u3057\u3066\u77e5\u3089\u308c\u308b\u6307\u6a19\u3092\u4f7f\u7528\u3059\u308b\u3053\u3068\u3067\u3059\u3002\u3053\u308c\u306f\u3001<a href=\"https:\/\/statorials.org\/ja\/\u7dda\u5f62\u56de\u5e30python\/\" target=\"_blank\" rel=\"noopener\">\u56de\u5e30\u30e2\u30c7\u30eb<\/a>\u5185\u306e\u8aac\u660e\u5909\u6570\u9593\u306e\u76f8\u95a2\u3068\u76f8\u95a2\u306e\u5f37\u3055\u3092\u6e2c\u5b9a\u3057\u307e\u3059\u3002<\/span><\/p>\n<p><span style=\"color: #000000;\">\u3053\u306e\u30c1\u30e5\u30fc\u30c8\u30ea\u30a2\u30eb\u3067\u306f\u3001SAS \u3067 VIF \u3092\u8a08\u7b97\u3059\u308b\u65b9\u6cd5\u3092\u8aac\u660e\u3057\u307e\u3059\u3002<\/span><\/p>\n<h2><span style=\"color: #000000;\"><strong>\u4f8b: SAS \u3067\u306e VIF \u306e\u8a08\u7b97<\/strong><\/span><\/h2>\n<p><span style=\"color: #000000;\">\u3053\u306e\u4f8b\u3067\u306f\u300110 \u4eba\u306e\u30d0\u30b9\u30b1\u30c3\u30c8\u30dc\u30fc\u30eb\u9078\u624b\u306e\u5c5e\u6027\u3092\u8a18\u8ff0\u3059\u308b\u30c7\u30fc\u30bf\u30bb\u30c3\u30c8\u3092\u4f5c\u6210\u3057\u307e\u3059\u3002<\/span> <\/p>\n<pre style=\"background-color: #ececec; font-size: 15px;\"> <strong><span style=\"color: #008000;\">\/*create dataset*\/\n<\/span><span style=\"color: #800080;\">data<\/span> my_data;\n    <span style=\"color: #3366ff;\">input<\/span> rating points assists rebounds;\n    <span style=\"color: #3366ff;\">datalines<\/span> ;\n90 25 5 11\n85 20 7 8\n82 14 7 10\n88 16 8 6\n94 27 5 6\n90 20 7 9\n76 12 6 6\n75 15 9 10\n87 14 9 10\n86 19 5 7\n;\n<span style=\"color: #800080;\">run<\/span> ;\n\n<span style=\"color: #008000;\">\/*view dataset*\/\n<\/span><span style=\"color: #800080;\">proc print<\/span> <span style=\"color: #3366ff;\">data<\/span> =my_data;<\/strong> <\/pre>\n<p><img decoding=\"async\" loading=\"lazy\" class=\" wp-image-35364 aligncenter\" src=\"https:\/\/statorials.org\/wp-content\/uploads\/2023\/08\/vifs1.png\" alt=\"\" width=\"320\" height=\"290\" srcset=\"\" sizes=\"auto, \"><\/p>\n<p><span style=\"color: #000000;\">\u5fdc\u7b54\u5909\u6570\u3068\u3057\u3066<strong>\u30b9\u30b3\u30a2\u30ea\u30f3\u30b0<\/strong>\u3092\u4f7f\u7528\u3057\u3001\u4e88\u6e2c\u5909\u6570\u3068\u3057\u3066<strong>\u30dd\u30a4\u30f3\u30c8<\/strong>\u3001<strong>\u30a2\u30b7\u30b9\u30c8<\/strong>\u3001\u304a\u3088\u3073<strong>\u30ea\u30d0\u30a6\u30f3\u30c9\u3092<\/strong>\u4f7f\u7528\u3057\u3066\u91cd\u7dda\u5f62\u56de\u5e30\u30e2\u30c7\u30eb\u3092\u8fd1\u4f3c\u3057\u305f\u3044\u3068\u3057\u307e\u3059\u3002<\/span><\/p>\n<p> <span style=\"color: #000000;\"><a href=\"https:\/\/statorials.org\/ja\/sas-proc-reg\/\" target=\"_blank\" rel=\"noopener\">PROC REG<\/a>\u3092\u4f7f\u7528\u3057\u3066\u3001\u3053\u306e\u56de\u5e30\u30e2\u30c7\u30eb\u3092<strong>VIF<\/strong>\u30aa\u30d7\u30b7\u30e7\u30f3\u3067\u8fd1\u4f3c\u3057\u3001\u30e2\u30c7\u30eb\u5185\u306e\u5404\u4e88\u6e2c\u5b50\u5909\u6570\u306e VIF \u5024\u3092\u8a08\u7b97\u3067\u304d\u307e\u3059\u3002<\/span> <\/p>\n<pre style=\"background-color: #ececec; font-size: 15px;\"> <strong><span style=\"color: #008000;\">\/*fit regression model and calculate VIF values*\/\n<\/span><span style=\"color: #800080;\">proc reg<\/span> <span style=\"color: #3366ff;\">data<\/span> =my_data;\n    <span style=\"color: #3366ff;\">model<\/span> rating = points assists rebounds \/ <span style=\"color: #3366ff;\">lively<\/span> ;\n<span style=\"color: #800080;\">run<\/span> ;<\/strong> <\/pre>\n<p><img decoding=\"async\" loading=\"lazy\" class=\"aligncenter wp-image-35365\" src=\"https:\/\/statorials.org\/wp-content\/uploads\/2023\/08\/vifs2.png\" alt=\"SAS \u306e VIF\" width=\"429\" height=\"547\" srcset=\"\" sizes=\"auto, \"><\/p>\n<p><span style=\"color: #000000;\"><strong>\u30d1\u30e9\u30e1\u30fc\u30bf\u30fc\u63a8\u5b9a<\/strong>\u30c6\u30fc\u30d6\u30eb\u304b\u3089\u3001\u5404\u4e88\u6e2c\u5b50\u5909\u6570\u306e VIF \u5024\u3092\u78ba\u8a8d\u3067\u304d\u307e\u3059\u3002<\/span><\/p>\n<ul>\n<li><span style=\"color: #000000;\"><strong>\u30dd\u30a4\u30f3\u30c8:<\/strong> 1.76398<\/span><\/li>\n<li><span style=\"color: #000000;\"><strong>\u30a2\u30b7\u30b9\u30c8\u6570:<\/strong> 1.96591<\/span><\/li>\n<li><span style=\"color: #000000;\"><strong>\u30ea\u30d0\u30a6\u30f3\u30c9:<\/strong> 1.17503<\/span><\/li>\n<\/ul>\n<p><span style=\"color: #000000;\"><strong>\u6ce8:<\/strong>\u3053\u306e\u5024\u306f\u95a2\u4fc2\u306a\u3044\u305f\u3081\u3001\u30c6\u30f3\u30d7\u30ec\u30fc\u30c8\u5185\u306e\u300cIntercept\u300d\u306e VIF \u306f\u7121\u8996\u3057\u3066\u304f\u3060\u3055\u3044\u3002<\/span><\/p>\n<p> <span style=\"color: #000000;\">VIF \u5024\u306f 1 \u304b\u3089\u59cb\u307e\u308a\u3001\u4e0a\u9650\u306f\u3042\u308a\u307e\u305b\u3093\u3002 VIF \u3092\u89e3\u91c8\u3059\u308b\u305f\u3081\u306e\u4e00\u822c\u7684\u306a\u30eb\u30fc\u30eb\u306f\u6b21\u306e\u3068\u304a\u308a\u3067\u3059\u3002<\/span><\/p>\n<ul>\n<li><span style=\"color: #000000;\">\u5024<strong>1<\/strong>\u306f\u3001\u30e2\u30c7\u30eb\u5185\u306e\u7279\u5b9a\u306e\u4e88\u6e2c\u5b50\u5909\u6570\u3068\u4ed6\u306e\u4e88\u6e2c\u5b50\u5909\u6570\u306e\u9593\u306b\u76f8\u95a2\u304c\u306a\u3044\u3053\u3068\u3092\u793a\u3057\u307e\u3059\u3002<\/span><\/li>\n<li> <span style=\"color: #000000;\"><strong>1<\/strong> \uff5e <strong>5<\/strong>\u306e\u5024\u306f\u3001\u30e2\u30c7\u30eb\u5185\u306e\u7279\u5b9a\u306e\u4e88\u6e2c\u5b50\u5909\u6570\u3068\u4ed6\u306e\u4e88\u6e2c\u5b50\u5909\u6570\u306e\u9593\u306b\u4e2d\u7a0b\u5ea6\u306e\u76f8\u95a2\u95a2\u4fc2\u304c\u3042\u308b\u3053\u3068\u3092\u793a\u3057\u307e\u3059\u304c\u3001\u591a\u304f\u306e\u5834\u5408\u3001\u7279\u5225\u306a\u6ce8\u610f\u3092\u5fc5\u8981\u3068\u3059\u308b\u307b\u3069\u6df1\u523b\u3067\u306f\u3042\u308a\u307e\u305b\u3093\u3002<\/span><\/li>\n<li> <span style=\"color: #000000;\"><strong>5<\/strong>\u3088\u308a\u5927\u304d\u3044\u5024\u306f\u3001\u30e2\u30c7\u30eb\u5185\u306e\u7279\u5b9a\u306e\u4e88\u6e2c\u5b50\u5909\u6570\u3068\u4ed6\u306e\u4e88\u6e2c\u5b50\u5909\u6570\u306e\u9593\u306b\u91cd\u5927\u306a\u76f8\u95a2\u95a2\u4fc2\u304c\u3042\u308b\u53ef\u80fd\u6027\u304c\u3042\u308b\u3053\u3068\u3092\u793a\u3057\u307e\u3059\u3002\u3053\u306e\u5834\u5408\u3001\u56de\u5e30\u7d50\u679c\u306e\u4fc2\u6570\u63a8\u5b9a\u5024\u3068 p \u5024\u306f\u4fe1\u983c\u3067\u304d\u306a\u3044\u53ef\u80fd\u6027\u304c\u3042\u308a\u307e\u3059\u3002<\/span><\/li>\n<\/ul>\n<p><span style=\"color: #000000;\">\u56de\u5e30\u30e2\u30c7\u30eb\u306e\u4e88\u6e2c\u5909\u6570\u306e\u5404 VIF \u5024\u306f 1 \u306b\u8fd1\u3044\u305f\u3081\u3001\u3053\u306e\u4f8b\u3067\u306f\u591a\u91cd\u5171\u7dda\u6027\u306f\u554f\u984c\u306b\u306a\u308a\u307e\u305b\u3093\u3002<\/span><\/p>\n<h2><span style=\"color: #000000;\"><strong>\u591a\u91cd\u5171\u7dda\u6027\u306b\u3069\u3046\u5bfe\u51e6\u3059\u308b\u304b<\/strong><\/span><\/h2>\n<p><span style=\"color: #000000;\">\u591a\u91cd\u5171\u7dda\u6027\u304c\u56de\u5e30\u30e2\u30c7\u30eb\u306e\u554f\u984c\u3067\u3042\u308b\u3068\u5224\u65ad\u3057\u305f\u5834\u5408\u3001\u305d\u308c\u3092\u89e3\u6c7a\u3059\u308b\u4e00\u822c\u7684\u306a\u65b9\u6cd5\u304c\u3044\u304f\u3064\u304b\u3042\u308a\u307e\u3059\u3002<\/span><\/p>\n<p> <span style=\"color: #000000;\"><strong>1. \u76f8\u95a2\u6027\u306e\u9ad8\u3044\u5909\u6570\u3092 1 \u3064\u4ee5\u4e0a\u524a\u9664\u3057\u307e\u3059\u3002<\/strong><\/span><\/p>\n<p><span style=\"color: #000000;\">\u3053\u308c\u306f\u307b\u3068\u3093\u3069\u306e\u5834\u5408\u6700\u3082\u8fc5\u901f\u306a\u89e3\u6c7a\u7b56\u3067\u3042\u308a\u3001\u524a\u9664\u3059\u308b\u5909\u6570\u306f\u3068\u306b\u304b\u304f\u5197\u9577\u3067\u3042\u308a\u3001\u30e2\u30c7\u30eb\u306b\u56fa\u6709\u306e\u60c5\u5831\u3084\u72ec\u7acb\u3057\u305f\u60c5\u5831\u3092\u307b\u3068\u3093\u3069\u8ffd\u52a0\u3057\u306a\u3044\u305f\u3081\u3001\u591a\u304f\u306e\u5834\u5408\u306f\u8a31\u5bb9\u53ef\u80fd\u306a\u89e3\u6c7a\u7b56\u3067\u3059\u3002<\/span><\/p>\n<p> <span style=\"color: #000000;\"><strong>2. \u4e88\u6e2c\u5b50\u5909\u6570\u3092\u4f55\u3089\u304b\u306e\u65b9\u6cd5\u3067\u52a0\u7b97\u307e\u305f\u306f\u6e1b\u7b97\u3059\u308b\u306a\u3069\u3001\u4f55\u3089\u304b\u306e\u65b9\u6cd5\u3067\u7dda\u5f62\u7684\u306b\u7d50\u5408\u3057\u307e\u3059\u3002<\/strong><\/span><\/p>\n<p><span style=\"color: #000000;\">\u305d\u3046\u3059\u308b\u3053\u3068\u3067\u3001\u4e21\u65b9\u306e\u5909\u6570\u304b\u3089\u306e\u60c5\u5831\u3092\u5305\u542b\u3059\u308b\u65b0\u3057\u3044\u5909\u6570\u3092\u4f5c\u6210\u3067\u304d\u3001\u591a\u91cd\u5171\u7dda\u6027\u306e\u554f\u984c\u306f\u306a\u304f\u306a\u308a\u307e\u3059\u3002<\/span><\/p>\n<p> <span style=\"color: #000000;\"><strong>3. \u4e3b\u6210\u5206\u5206\u6790\u3084\u90e8\u5206\u6700\u5c0f\u4e8c\u4e57 (PLS) \u56de\u5e30\u306a\u3069\u3001\u76f8\u95a2\u6027\u306e\u9ad8\u3044\u5909\u6570\u3092\u8003\u616e\u3057\u305f\u5206\u6790\u3092\u5b9f\u884c\u3057\u307e\u3059\u3002<\/strong><\/span><\/p>\n<p><span style=\"color: #000000;\">\u3053\u308c\u3089\u306e\u624b\u6cd5\u306f\u3001\u76f8\u95a2\u6027\u306e\u9ad8\u3044\u4e88\u6e2c\u5909\u6570\u3092\u51e6\u7406\u3059\u308b\u305f\u3081\u306b\u7279\u5225\u306b\u8a2d\u8a08\u3055\u308c\u3066\u3044\u307e\u3059\u3002<\/span><\/p>\n<h2><span style=\"color: #000000;\"><strong>\u8ffd\u52a0\u30ea\u30bd\u30fc\u30b9<\/strong><\/span><\/h2>\n<p><span style=\"color: #000000;\">\u6b21\u306e\u30c1\u30e5\u30fc\u30c8\u30ea\u30a2\u30eb\u3067\u306f\u3001SAS \u3067\u4ed6\u306e\u4e00\u822c\u7684\u306a\u30bf\u30b9\u30af\u3092\u5b9f\u884c\u3059\u308b\u65b9\u6cd5\u306b\u3064\u3044\u3066\u8aac\u660e\u3057\u307e\u3059\u3002<\/span><\/p>\n<p> <span style=\"color: #000000;\"><a href=\"https:\/\/statorials.org\/ja\/sas-\u3066\u3099\u306e\u91cd\u56de\u5e30\/\" target=\"_blank\" rel=\"noopener\">SAS \u3067\u91cd\u56de\u5e30\u3092\u5b9f\u884c\u3059\u308b\u65b9\u6cd5<\/a><br \/><a href=\"https:\/\/statorials.org\/ja\/\u6b8b\u7559\u30af\u3099\u30e9\u30d5\u30a3\u30c3\u30af\u30a8\u30a2\u30ed\u30c3\u30af\/\" target=\"_blank\" rel=\"noopener\">SAS \u3067\u6b8b\u5dee\u30d7\u30ed\u30c3\u30c8\u3092\u4f5c\u6210\u3059\u308b\u65b9\u6cd5<\/a><br \/><a href=\"https:\/\/statorials.org\/ja\/\u30a8\u30a2\u30ed\u30c3\u30af\u5185\u306e\u9060\u9694\u8abf\u7406\/\" target=\"_blank\" rel=\"noopener\">SAS \u3067\u8abf\u7406\u8ddd\u96e2\u3092\u8a08\u7b97\u3059\u308b\u65b9\u6cd5<\/a><\/span><\/p>\n","protected":false},"excerpt":{"rendered":"<p>\u56de\u5e30\u5206\u6790\u3067\u306f\u30012 \u3064\u4ee5\u4e0a\u306e\u4e88\u6e2c\u5909\u6570\u304c\u76f8\u4e92\u306b\u9ad8\u5ea6\u306b\u76f8\u95a2\u3057\u3066\u304a\u308a\u3001\u56de\u5e30\u30e2\u30c7\u30eb\u5185\u3067\u56fa\u6709\u307e\u305f\u306f\u72ec\u7acb\u3057\u305f\u60c5\u5831\u304c\u63d0\u4f9b\u3055\u308c\u306a\u3044\u5834\u5408\u306b\u591a\u91cd\u5171\u7dda\u6027\u304c\u767a\u751f\u3057\u307e\u3059\u3002 \u5909\u6570\u9593\u306e\u76f8\u95a2\u5ea6\u304c\u5341\u5206\u306b\u9ad8\u3044\u5834\u5408\u3001\u56de\u5e30\u30e2\u30c7\u30eb\u306e\u30d5\u30a3\u30c3\u30c6\u30a3\u30f3\u30b0\u3068\u89e3\u91c8\u306e\u969b\u306b\u554f\u984c\u304c [&hellip;]<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[16],"tags":[],"class_list":["post-4522","post","type-post","status-publish","format-standard","hentry","category-16"],"yoast_head":"<!-- This site is optimized with the Yoast SEO plugin v21.5 - https:\/\/yoast.com\/wordpress\/plugins\/seo\/ -->\n<title>SAS \u3067 Variance Inflation Factor (VIF) \u3092\u8a08\u7b97\u3059\u308b\u65b9\u6cd5 - Statorials<\/title>\n<meta name=\"description\" content=\"\u3053\u306e\u30c1\u30e5\u30fc\u30c8\u30ea\u30a2\u30eb\u3067\u306f\u3001SAS \u3067 VIF (\u5206\u6563\u81a8\u5f35\u4fc2\u6570) 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