Román Salmerón Gómez, Catalina García García y José García Pérez
arXiv 29 May 2019 · Econometrics · 1 citations (OpenAlex)
arXiv:1905.12293 · PDF · DOI · OpenAlex · Extracted main text
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.
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The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.
| Reference | Intensity | Mentions | Sections | Main text | |
|---|---|---|---|---|---|
| 1 | Belsley, D.A (1984) Demeaning conditioning diagnostics throught centering | 0.874 | 5 | 2 | 100% |
| 2 | Marquardt, D.W. y Snee, R (1975) Ridge regression in practice | 0.843 | 3 | 3 | 100% |
| 3 | Salmer�n, R., Garc�a, C.B. y Garc�a, J (2018) Variance inflation factor and condition number in multiple linear regression | 0.511 | 2 | 1 | 100% |
| 4 | Salmer�n, R., Rodr�guez, A. y Garc�a, C.B (2019) Diagnosis and quantification of the non-essential collinearity | 0.511 | 2 | 1 | 100% |
| 5 | Cook, R.D (1984) Comment on | 0.405 | 1 | 1 | 100% |
| 6 | Marquardt, D.W (1980) Comment on | 0.405 | 1 | 1 | 100% |
| 7 | Stewart, G.W (1987) Collinearity and least squares regression | 0.405 | 1 | 1 | 100% |
| 8 | Theil, H (1971) Principles of Econometrics | 0.405 | 1 | 1 | 100% |
| 9 | Velilla, S (2018) A note on collinearity diagnostics and centering | 0.405 | 1 | 1 | 100% |
Showing the top 9 of 9 scored citations.