A note about the corrected VIF

DOI10.1007/S00362-015-0732-9zbMATH Open1383.62184OpenAlexW2209990494MaRDI QIDQ1685228FDOQ1685228

Authors: Peng Zhang 

Publication date: 13 December 2017

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-015-0732-9

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• scientific article; zbMATH DE number 4124822
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zbMATH Keywords

ridge regressionlinear regressioncollinearitymultivariablescorrected variance inflation factor (CVIF)

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Ridge regression; shrinkage estimators (Lasso) (62J07)

Cites Work

• Title not available (Why is that?)
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• The corrected VIF (CVIF)
• Title not available (Why is that?)
• Ridge Regression in Practice
• Title not available (Why is that?)
• Using Liu-Type Estimator to Combat Collinearity
• A new biased estimator based on ridge estimation
• Generalized Inverses, Ridge Regression, Biased Linear Estimation, and Nonlinear Estimation
• Combining two-parameter and principal component regression estimators
• Meaningful Multicollinearity Measures
• Title not available (Why is that?)
• A New Measure of Multicollinearity in Linear Regression Models
• A new Liu-type estimator
• Anomalies in the Foundations of Ridge Regression
• Improved ridge estimators in a linear regression model
• The problem of near-multicollinearity revisited: erratic vs systematic volatility.
• Advantages of Examining Multicollinearities in Regression Analysis
• Collinearity: revisiting the variance inflation factor in ridge regression

Cited In (4)

• The corrected VIF (CVIF)
• The red indicator and corrected VIFs in generalized linear models
• Diagnosis and quantification of the non-essential collinearity
• The coefficient of determination in the ridge regression

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