A note about the corrected VIF

作者：Salmeron R; Garcia J; Garcia C B^*; Lopez Martin M M

来源：Statistical Papers, 2017, 58(3): 929-945.

DOI：10.1007/s00362-015-0732-9

• Linear regression
• Collinearity
• Ridge regression
• Multivariables

This paper discusses some limitations when applying the CVIF of Curto and Pinto in J Appl Stat 38(7):1499-1507 (2011) and proposes some modifications to overcome them. The concept of modified CVIF is also extended to be applied in ridge estimation.

• 出版日期2017-9