rvif
The detection of troubling approximate collinearity in a multiple linear regression model is a classical problem in Econometrics. This package is focused on determining whether or not the degree of approximate multicollinearity in a multiple linear regression model is of concern, meaning that it affects the statistical analysis (i.e. individual significance tests) of the model. This objective is achieved by using the variance inflation factor redefined and the scatterplot between the variance inflation factor and the coefficient of variation. For more details see Salmerón R., García C.B. and García J. (2018) <doi:10.1080/00949655.2018.1463376>, Salmerón, R., Rodríguez, A. and García C. (2020) <doi:10.1007/s00180-019-00922-x>, Salmerón, R., García, C.B, Rodríguez, A. and García, C. (2022) <doi:10.32614/RJ-2023-010>, Salmerón, R., García, C.B. and García, J. (2025) <doi:10.1007/s10614-024-10575-8> and Salmerón, R., García, C.B, García J. (2023, working paper) <doi:10.48550/arXiv.2005.02245>. You can also view the package vignette using 'browseVignettes("rvif")', the package website (<https://www.ugr.es/local/romansg/rvif/index.html>) using 'browseURL(system.file("docs/index.html", package = "rvif"))' or version control on GitHub (<https://github.com/rnoremlas/rvif_package>).
- A Redefined Variance Inflation Factor: Overcoming the Limitations of the Variance Inflation Factor
- Diagnosis and quantification of the non-essential collinearity
- Limitations in Detecting Multicollinearity due to Scaling Issues in the mcvis Package
- Variance Inflation Factor and Condition Number in multiple linear regression
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