The corrected VIF (CVIF)

DOI10.1080/02664763.2010.505956zbMath1218.62074OpenAlexW2014207611MaRDI QIDQ3019497

José Dias Curto, José Castro Pinto

Publication date: 28 July 2011

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664763.2010.505956

zbMATH Keywords

near-multicollinearity

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Diagnostics, and linear inference and regression (62J20)

Related Items (6)

The red indicator and corrected VIFs in generalized linear models ⋮ A note about the corrected VIF ⋮ Standardization of Variables and Collinearity Diagnostic in Ridge Regression ⋮ Collinearity: revisiting the variance inflation factor in ridge regression ⋮ A VIF-based optimization model to alleviate collinearity problems in multiple linear regression ⋮ Diagnosis and quantification of the non-essential collinearity

Cites Work

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• A proposal for handling missing data
• The problem of near-multicollinearity revisited: erratic vs systematic volatility.
• A New Measure of Multicollinearity in Linear Regression Models
• VIF Regression: A Fast Regression Algorithm for Large Data
• Generalized Inverses, Ridge Regression, Biased Linear Estimation, and Nonlinear Estimation

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