Diagnosis and quantification of the non-essential collinearity

DOI10.1007/S00180-019-00922-XzbMATH Open1482.62019OpenAlexW2978400001MaRDI QIDQ83665FDOQ83665

Authors: Román Salmerón-Gómez, Ainara Rodríguez-Sánchez, C. B. García, Román Salmerón-Gómez, Ainara Rodríguez-Sánchez, Catalina García-García 

Publication date: 4 October 2019

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00180-019-00922-x

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zbMATH Keywords

centered variablesmulticollinearitymultiple linear regressionnon-essential multicollinearity

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Linear regression; mixed models (62J05)

Cites Work

• Collinearity and least squares regression
• A note about the corrected VIF
• Revision: variance inflation in regression
• The corrected VIF (CVIF)
• Ridge Regression in Practice
• Tolerance and Condition in Regression Computations
• Comment on “A Note on Collinearity Diagnostics and Centering” by Velilla (2018)
• A Note on Collinearity Diagnostics and Centering
• Standardization of Variables and Collinearity Diagnostic in Ridge Regression

Cited In (4)

• Obtaining a threshold for the Stewart index and its extension to ridge regression
• rvif
• Comment on “A Note on Collinearity Diagnostics and Centering” by Velilla (2018)
• A collinearity diagnostic for nonlinear regression

Uses Software

• gretl
• R
• SPSS
• Stata
• multiColl

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