Centered and non-centered variance inflation factor

Rom\'an Salmer\'on G\'omez and Catalina Garc\'ia Garc\'ia y Jos\'e Garc\'ia P\'erez

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Abstract: This paper analyzes the diagnostic of near multicollinearity in a multiple linear regression from auxiliary centered regressions (with intercept) and non-centered (without intercept). From these auxiliary regression, the centered and non-centered Variance Inflation Factors are calculated, respectively. It is also presented an expression that relate both of them.

Date: 2019-05
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Persistent link: https://EconPapers.repec.org/RePEc:arx:papers:1905.12293

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