Diagnosis and quantification of the non-essential collinearity

DOI10.1007/S00180-019-00922-XMaRDI QIDQ83665zbMATHOpenAlexFDO

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

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)

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Cites work

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

Cited in

(5)

• A collinearity diagnostic for nonlinear regression
• 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)
• Clarifying the role of mean centring in multicollinearity of interaction effects

Describes a project that uses

Uses Software

• gretl
• R
• SPSS
• Stata
• multiColl

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