Diagnosis and quantification of the non-essential collinearity

DOI10.1007/s00180-019-00922-xzbMath1482.62019OpenAlexW2978400001MaRDI QIDQ83665

C. B. García, Ainara Rodríguez-Sánchez, Román Salmerón-Gómez, Ainara Rodríguez-Sánchez, Catalina García-García, Román Salmerón-Gómez

Publication date: 4 October 2019

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00180-019-00922-x

zbMATH Keywords

multiple linear regressionmulticollinearitycentered variablesnon-essential multicollinearity

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Linear regression; mixed models (62J05)

Related Items (2)

rvif ⋮ Obtaining a threshold for the Stewart index and its extension to ridge regression

Uses Software

• gretl
• R
• SPSS
• Stata
• multiColl

Cites Work

• Collinearity and least squares regression
• A note about the corrected VIF
• Revision: variance inflation in regression
• The corrected VIF (CVIF)
• Ridge Regression in Practice
• Tolerance and Condition in Regression Computations
• Comment on “A Note on Collinearity Diagnostics and Centering” by Velilla (2018)
• A Note on Collinearity Diagnostics and Centering
• Standardization of Variables and Collinearity Diagnostic in Ridge Regression

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