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...
| Main Authors: | , , |
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| Format: | info:eu-repo/semantics/article |
| Language: | English |
| Published: |
MDPI
2020
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| Subjects: | |
| Online Access: | http://hdl.handle.net/10835/8293 |
| _version_ | 1789406288178839552 |
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| author | Salmerón Gómez, Román García García, Catalina Beatriz García Pérez, José |
| author_facet | Salmerón Gómez, Román García García, Catalina Beatriz García Pérez, José |
| author_sort | Salmerón Gómez, Román |
| collection | DSpace |
| description | 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 expression is also presented that relates both of them. In addition, this paper analyzes why the VIF is not able to detect the relation between the intercept and the rest of the independent variables of an econometric model. At the same time, an analysis is also provided to determine how the auxiliary regression applied to calculate the VIF can be useful to detect this kind of multicollinearity. |
| format | info:eu-repo/semantics/article |
| id | oai:repositorio.ual.es:10835-8293 |
| institution | Universidad de Cuenca |
| language | English |
| publishDate | 2020 |
| publisher | MDPI |
| record_format | dspace |
| spelling | oai:repositorio.ual.es:10835-82932023-04-12T19:04:33Z Detection of Near-Nulticollinearity through Centered and Noncentered Regression Salmerón Gómez, Román García García, Catalina Beatriz García Pérez, José centered model noncentered model intercept essential multicollinearit nonessential multicollinearity 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 expression is also presented that relates both of them. In addition, this paper analyzes why the VIF is not able to detect the relation between the intercept and the rest of the independent variables of an econometric model. At the same time, an analysis is also provided to determine how the auxiliary regression applied to calculate the VIF can be useful to detect this kind of multicollinearity. 2020-06-08T09:41:39Z 2020-06-08T09:41:39Z 2020-06-07 info:eu-repo/semantics/article 2227-7390 http://hdl.handle.net/10835/8293 en https://www.mdpi.com/2227-7390/8/6/931 Attribution-NonCommercial-NoDerivatives 4.0 Internacional http://creativecommons.org/licenses/by-nc-nd/4.0/ info:eu-repo/semantics/openAccess MDPI |
| spellingShingle | centered model noncentered model intercept essential multicollinearit nonessential multicollinearity Salmerón Gómez, Román García García, Catalina Beatriz García Pérez, José Detection of Near-Nulticollinearity through Centered and Noncentered Regression |
| title | Detection of Near-Nulticollinearity through Centered and Noncentered Regression |
| title_full | Detection of Near-Nulticollinearity through Centered and Noncentered Regression |
| title_fullStr | Detection of Near-Nulticollinearity through Centered and Noncentered Regression |
| title_full_unstemmed | Detection of Near-Nulticollinearity through Centered and Noncentered Regression |
| title_short | Detection of Near-Nulticollinearity through Centered and Noncentered Regression |
| title_sort | detection of near-nulticollinearity through centered and noncentered regression |
| topic | centered model noncentered model intercept essential multicollinearit nonessential multicollinearity |
| url | http://hdl.handle.net/10835/8293 |
| work_keys_str_mv | AT salmerongomezroman detectionofnearnulticollinearitythroughcenteredandnoncenteredregression AT garciagarciacatalinabeatriz detectionofnearnulticollinearitythroughcenteredandnoncenteredregression AT garciaperezjose detectionofnearnulticollinearitythroughcenteredandnoncenteredregression |