A note about the corrected VIF

DOI10.1007/S00362-015-0732-9MaRDI QIDQ1685228zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

ridge regressionlinear regressioncollinearitymultivariablescorrected variance inflation factor (CVIF)

Mathematics Subject Classification ID

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

Recommendations

• The corrected VIF (CVIF)
• Collinearity diagnostic applied in ridge estimation through the variance inflation factor
• Collinearity: revisiting the variance inflation factor in ridge regression
• scientific article; zbMATH DE number 4124822
• Revision: variance inflation in regression

Cites work

• scientific article; zbMATH DE number 3122730 (Why is no real title available?)
• scientific article; zbMATH DE number 3753890 (Why is no real title available?)
• scientific article; zbMATH DE number 3307071 (Why is no real title available?)
• scientific article; zbMATH DE number 3350922 (Why is no real title available?)
• A New Measure of Multicollinearity in Linear Regression Models
• A new Liu-type estimator
• A new biased estimator based on ridge estimation
• Advantages of Examining Multicollinearities in Regression Analysis
• Anomalies in the Foundations of Ridge Regression
• Collinearity: revisiting the variance inflation factor in ridge regression
• Combining two-parameter and principal component regression estimators
• Generalized Inverses, Ridge Regression, Biased Linear Estimation, and Nonlinear Estimation
• Improved ridge estimators in a linear regression model
• Meaningful Multicollinearity Measures
• Ridge Regression in Practice
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• The corrected VIF (CVIF)
• The problem of near-multicollinearity revisited: erratic vs systematic volatility.
• Using Liu-Type Estimator to Combat Collinearity

Cited in

(4)

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

This page was built for publication: A note about the corrected VIF

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1685228)