Robust variance inflation factor: a promising approach for collinearity diagnostics in the presence of outliers

DOI10.1007/s13571-024-00342-yMaRDI QIDQ6635378

Ramanathan Varadharajan, Jinse Jacob

Publication date: 9 November 2024

Published in: Sankhyā. Series B (Search for Journal in Brave)

zbMATH Keywords

outliersrobust estimationmulticollinearityprojection depthRMSEVIF

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Measures of association (correlation, canonical correlation, etc.) (62H20)

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