rvif: Collinearity Detection using Redefined Variance Inflation Factor and Graphical Methods

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URI: https://hdl.handle.net/10481/87458
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Author
Salmerón Gómez, Román; García García, Catalina
Editorial
The Comprehensive R Archive Network (CRAN)
Materia
Multicolinealidad
 
detección
 
Date
2022-12-22
Referencia bibliográfica
Salmerón, R. and García, C.B. (2022). rvif: Collinearity Detection using RVIF and Graphical Methods. R package version 1.0, url: https://CRAN.R-project.org/package=rvif.
Abstract
The detection of troubling approximate collinearity in a multiple linear regression model is a classical problem in Econometrics. The objective of this package is to detect it 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, García J. (2023, https://arxiv.org/abs/2005.02245).
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Attribution-NonCommercial-NoDerivatives 4.0 Internacional
Except where otherwise noted, this item's license is described as Attribution-NonCommercial-NoDerivatives 4.0 Internacional