Variance Inflation Factor and Condition Number in multiple linear regression

dc.contributor.author	Salmerón Gómez, Román
dc.contributor.author	García García, Catalina
dc.contributor.author	García Pérez, José
dc.date.accessioned	2024-01-04T14:27:13Z
dc.date.available	2024-01-04T14:27:13Z
dc.date.issued	2018-04-22
dc.identifier.citation	Salmerón, R., García, C.B. and García, J. (2018). Variance Inflation Factor and Condition Number in multiple linear regression. Journal of Statistical Computation and Simulation, 88(12), 2365-2384.	es_ES
dc.identifier.uri	https://hdl.handle.net/10481/86563
dc.description.abstract	The Variance Inflation Factor and the Condition Number are measures traditionally applied to detect the presence of collinearity in a multiple linear model. This paper presents the relation and the difference between both measures from theoretical and empirical perspectives by using Monte Carlo simulations and taking special interest in the computational techniques.	es_ES
dc.language.iso	eng	es_ES
dc.publisher	Taylor and Francis	es_ES
dc.rights	Attribution-NonCommercial-NoDerivatives 4.0 Internacional	*
dc.rights.uri	http://creativecommons.org/licenses/by-nc-nd/4.0/	*
dc.subject	Multicolinealidad	es_ES
dc.subject	variance inflation factor	es_ES
dc.subject	condition number	es_ES
dc.subject	threshold	es_ES
dc.title	Variance Inflation Factor and Condition Number in multiple linear regression	es_ES
dc.type	journal article	es_ES
dc.rights.accessRights	open access	es_ES
dc.identifier.doi	https://doi.org/10.1080/00949655.2018.1463376
dc.type.hasVersion	SMUR	es_ES

Except where otherwise noted, this item's license is described as Attribution-NonCommercial-NoDerivatives 4.0 Internacional