VIF-based adaptive matrix perturbation method for heteroskedasticity-robust covariance estimators in the presence of multicollinearity
Author:
Affiliation:
1. Department of Transportation and Logistics Management, National Chiao-Tung University, Taiwan
2. Department of Information Management and Finance, National Chiao-Tung University, Taiwan
Publisher
Informa UK Limited
Subject
Statistics and Probability
Link
https://www.tandfonline.com/doi/pdf/10.1080/03610926.2015.1060340
Reference28 articles.
1. Ridge estimation in linear models with heteroskedastic errors
2. Performance of Kibria's Method for the Heteroscedastic Ridge Regression Model: Some Monte Carlo Evidence
3. Using Heteroscedasticity-Consistent Standard Errors for the Linear Regression Model with Correlated Regressors
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