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ABSTRACT The Variance Inflation Factor and the Condition Number are measures traditionally applied to detect the presence of collinearity in a multiple linear model. This paper presents the relation and… Click to show full abstract
ABSTRACT The Variance Inflation Factor and the Condition Number are measures traditionally applied to detect the presence of collinearity in a multiple linear model. This paper presents the relation and the difference between both measures from theoretical and empirical perspectives by using Monte Carlo simulations and taking special interest in the computational techniques.
Keywords:
variance inflation;
multiple linear;
condition number;
inflation factor;
factor condition
Journal Title: Journal of Statistical Computation and Simulation
Year Published: 2018
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Journal Title: Journal of Statistical Computation and Simulation
Year Published: 2018
Link to full text (if available)
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recommendations!