Centered and non-centered variance inflation factor

• Tác giả: Román Salmerón Gómez, Catalina García García y José García Pérez
• Ngôn ngữ: eng
• Ký hiệu phân loại: 332.41 Value of money
• Thông tin xuất bản: 2019
• Bộ sưu tập: Metadata
• ID: 162947

Tóm tắt

Comment: 7 pagesThis paper analyzes the diagnostic of near multicollinearity in a multiple linear regression from auxiliary centered regressions (with intercept) and non-centered (without intercept). From these auxiliary regression, the centered and non-centered Variance Inflation Factors are calculated, respectively. It is also presented an expression that relate both of them.