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A note about the corrected VIF

Author

Listed:
  • R. Salmerón

    (Granada University)

  • J. García

    (Almería University)

  • C. B. García

    (Granada University)

  • M. M. López Martín

    (Granada University)

Abstract

This paper discusses some limitations when applying the CVIF of Curto and Pinto in J Appl Stat 38(7):1499–1507 (2011) and proposes some modifications to overcome them. The concept of modified CVIF is also extended to be applied in ridge estimation.

Suggested Citation

  • R. Salmerón & J. García & C. B. García & M. M. López Martín, 2017. "A note about the corrected VIF," Statistical Papers, Springer, vol. 58(3), pages 929-945, September.
    • Handle: RePEc:spr:stpapr:v:58:y:2017:i:3:d:10.1007_s00362-015-0732-9
    DOI: 10.1007/s00362-015-0732-9
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    References listed on IDEAS

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    1. Alexis Lazaridis, 2007. "A Note Regarding the Condition Number: The Case of Spurious and Latent Multicollinearity," Quality & Quantity: International Journal of Methodology, Springer, vol. 41(1), pages 123-135, February.
    2. José Dias Curto & José Castro Pinto, 2007. "New Multicollinearity Indicators in Linear Regression Models," International Statistical Review, International Statistical Institute, vol. 75(1), pages 114-121, April.
    3. Xinfeng Chang & Hu Yang, 2012. "Combining two-parameter and principal component regression estimators," Statistical Papers, Springer, vol. 53(3), pages 549-562, August.
    4. Donald R. Jensen & Donald E. Ramirez, 2008. "Anomalies in the Foundations of Ridge Regression," International Statistical Review, International Statistical Institute, vol. 76(1), pages 89-105, April.
    5. Xu-Qing Liu & Feng Gao & Zhen-Feng Yu, 2013. "Improved ridge estimators in a linear regression model," Journal of Applied Statistics, Taylor & Francis Journals, vol. 40(1), pages 209-220, January.
    6. Fatma Kurnaz & Kadri Akay, 2015. "A new Liu-type estimator," Statistical Papers, Springer, vol. 56(2), pages 495-517, May.
    Full references (including those not matched with items on IDEAS)

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