A New Measure of Multicollinearity in Linear Regression Models

DOI10.1111/J.1751-5823.2005.TB00156.XzbMath1105.62072OpenAlexW2019444724MaRDI QIDQ3421339

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Publication date: 12 February 2007

Published in: International Statistical Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1751-5823.2005.tb00156.x

zbMATH Keywords

multicollinearityredundancy of databasesspectral decomposition of correlation matrices

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Measures of association (correlation, canonical correlation, etc.) (62H20)

Related Items (6)

The red indicator and corrected VIFs in generalized linear models ⋮ A note about the corrected VIF ⋮ Collinearity diagnostic applied in ridge estimation through the variance inflation factor ⋮ The corrected VIF (CVIF) ⋮ A VIF-based optimization model to alleviate collinearity problems in multiple linear regression ⋮ Transformation of variables and the condition number in ridge estimation

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