Centered and non-centered variance inflation factor
Econometrics
2019-05-30 v1 Methodology
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.
Cite
@article{arxiv.1905.12293,
title = {Centered and non-centered variance inflation factor},
author = {Román Salmerón Gómez and Catalina García García y José García Pérez},
journal= {arXiv preprint arXiv:1905.12293},
year = {2019}
}
Comments
7 pages