Diagnosis and quantification of the non-essential collinearity
Author:
Publisher
Springer Science and Business Media LLC
Subject
Computational Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/s00180-019-00922-x.pdf
Reference26 articles.
1. Belsley DA (1982) Assessing the presence of harmful collinearity and other forms of weak data through a test for signal-to-noise. J Econ 20(2):211–253
2. Belsley DA (1984) Demeaning conditioning diagnostics through centering. Am Stat 38(2):73–77
3. Berk KN (1977) Tolerance and condition in regression computations. J Am Stat Assoc 72:863–866
4. Christensen R (2018) Comment on a note on collinearity diagnostics and centering. Am Stat 72(1):114–117
5. Curto JD, Pinto JC (2011) The corrected vif (cvif). J Appl Stat 38(7):1499–1507
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