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

Salmerón Gómez, Román; García García, Catalina

Ayuda del paquete "rvif" de R (96.11Kb)

Identificadores

URI: https://hdl.handle.net/10481/87458

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Editorial

The Comprehensive R Archive Network (CRAN)

Materia

Multicolinealidad

detección

Fecha

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.

Resumen

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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DMCEE - Miscelánea

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