A new multicollinearity diagnostic for generalized linear models

DOI10.1080/02664763.2015.1126239OpenAlexW2298480166MaRDI QIDQ5138141

Hsun-Jung Cho, Chien-Chia Liäm Huang, Yow-Jen Jou

Publication date: 3 December 2020

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664763.2015.1126239

zbMATH Keywords

condition numbergeneralized linear modelscollinearitydiagnosticvariance inflation factor

Mathematics Subject Classification ID

Generalized linear models (logistic models) (62J12) Diagnostics, and linear inference and regression (62J20)

Related Items

The red indicator and corrected VIFs in generalized linear models, Difference-based matrix perturbation method for semi-parametric regression with multicollinearity

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