A note about the corrected VIF (Q1685228)
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scientific article; zbMATH DE number 6818160
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| English | A note about the corrected VIF |
scientific article; zbMATH DE number 6818160 |
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A note about the corrected VIF (English)
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13 December 2017
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The linear regression model is applied to analyze the relation between a dependent (endogenous) variable and a set of independent (exogenous) variables. It assumes that the matrix (\(X'X\)) is well-conditioned. The paper shows the limitations to applying the CVIF in ordinary least squares and proposes some modifications. A numerical example is given.
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linear regression
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collinearity
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ridge regression
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multivariables
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corrected variance inflation factor (CVIF)
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0.8335853219032288
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0.7331178188323975
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0.7170146703720093
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0.692497968673706
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