Variance Inflation Factor and Condition Number in multiple linear regression
The Variance Inflation Factor and the Condition Number are measures traditionally applied to detect the presence of collinearity in a multiple linear model. This paper presents the relation and the difference between both measures from theoretical and empirical perspectives by using Monte Carlo simu...
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Published in | Journal of statistical computation and simulation Vol. 88; no. 12; pp. 2365 - 2384 |
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Main Authors | , , |
Format | Journal Article |
Language | English |
Published |
Abingdon
Taylor & Francis Ltd
13.08.2018
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Online Access | Get full text |
ISSN | 0094-9655 1563-5163 |
DOI | 10.1080/00949655.2018.1463376 |
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Abstract | The Variance Inflation Factor and the Condition Number are measures traditionally applied to detect the presence of collinearity in a multiple linear model. This paper presents the relation and the difference between both measures from theoretical and empirical perspectives by using Monte Carlo simulations and taking special interest in the computational techniques. |
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AbstractList | The Variance Inflation Factor and the Condition Number are measures traditionally applied to detect the presence of collinearity in a multiple linear model. This paper presents the relation and the difference between both measures from theoretical and empirical perspectives by using Monte Carlo simulations and taking special interest in the computational techniques. |
Author | García, J. García, C. B. Salmerón, R. |
Author_xml | – sequence: 1 givenname: R. orcidid: 0000-0003-2589-4058 surname: Salmerón fullname: Salmerón, R. organization: Department of Quantitative Methods for Economics and Business, University of Granada, Granada, Spain – sequence: 2 givenname: C. B. orcidid: 0000-0003-1622-3877 surname: García fullname: García, C. B. organization: Department of Quantitative Methods for Economics and Business, University of Granada, Granada, Spain – sequence: 3 givenname: J. surname: García fullname: García, J. organization: Department of Economic and Business, University of Almería, Almería, Spain |
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Title | Variance Inflation Factor and Condition Number in multiple linear regression |
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