• Corpus ID: 218502362

Overcoming the inconsistences of the variance inflation factor: a redefined VIF and a test to detect statistical troubling multicollinearity

  title={Overcoming the inconsistences of the variance inflation factor: a redefined VIF and a test to detect statistical troubling multicollinearity},
  author={Rom'an Salmer'on and Catalina Garc'ia and Jos'e Garc'ia},
  journal={arXiv: Methodology},
Multicollinearity is relevant to many different fields where linear regression models are applied, and its existence may affect the analysis of ordinary least squares (OLS) estimators from both the numerical and statistical points of views. Thus, multicollinearity can lead to incoherence in the statistical significance of the independent variables and the global significance of the model. The variance inflation factor (VIF) is traditionally applied to diagnose the possible existence of… 

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  • Erlangung des naturwissenschaftlichen Doktorgrades der Bayerischen Julius-Maximilians-Universität Würzburg. ectaart.cls ver. 2006/04/11 file: Manuscript_econometrika_def.tex
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