Revision: variance inflation in regression

DOI10.1155/2013/671204zbMath1263.62106OpenAlexW2041773590WikidataQ57444632 ScholiaQ57444632MaRDI QIDQ1952490

Donald R. Jensen, Donald E. Ramirez

Publication date: 31 May 2013

Published in: Advances in Decision Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2013/671204

zbMATH Keywords

conventional VIFsill-conditioned dataratios of variances

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Optimal statistical designs (62K05) Diagnostics, and linear inference and regression (62J20)

Related Items (7)

A Note on Collinearity Diagnostics and Centering ⋮ Standardization of Variables and Collinearity Diagnostic in Ridge Regression ⋮ Collinearity: revisiting the variance inflation factor in ridge regression ⋮ Diagnosis and quantification of the non-essential collinearity ⋮ On mitigating collinearity through mixtures ⋮ Mitigating collinearity in linear regression models using ridge, surrogate and raised estimators ⋮ Comment on “A Note on Collinearity Diagnostics and Centering” by Velilla (2018)

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