Detection of Near-Nulticollinearity through Centered and Noncentered Regression

Detection of Near-Nulticollinearity through Centered and Noncentered Regression

This paper analyzes the diagnostic of near-multicollinearity in a multiple linear regression from auxiliary centered (with intercept) and noncentered (without intercept) regressions. From these auxiliary regressions, the centered and noncentered variance inflation factors (VIFs) are calculated. An e...

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Bibliographic Details
Main Authors: Salmerón Gómez, Román, García García, Catalina Beatriz, García Pérez, José
Format: info:eu-repo/semantics/article
Language:English
Published: MDPI 2020
Subjects:
centered model
noncentered model
intercept
essential multicollinearit
nonessential multicollinearity
Online Access:http://hdl.handle.net/10835/8293

Internet

http://hdl.handle.net/10835/8293

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