A note about the corrected VIF

R. Salmerón (), J. García (), C. B. García () and M. M. López Martín ()
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R. Salmerón: Granada University
J. García: Almería University
C. B. García: Granada University
M. M. López Martín: Granada University

Statistical Papers, 2017, vol. 58, issue 3, No 19, 929-945

Abstract: Abstract This paper discusses some limitations when applying the CVIF of Curto and Pinto in J Appl Stat 38(7):1499–1507 (2011) and proposes some modifications to overcome them. The concept of modified CVIF is also extended to be applied in ridge estimation.

Keywords: Linear regression; Collinearity; Ridge regression; Multivariables (search for similar items in EconPapers)
Date: 2017
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DOI: 10.1007/s00362-015-0732-9

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