The corrected VIF (CVIF)
The corrected VIF (CVIF)
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DOI：
10.1080/02664763.2010.505956
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发表时间：
2011-01-01
影响因子：
1.5
通讯作者：
Pinto, Jose Castro
中科院分区：
文献类型：
--
作者：
Curto, Jose Dias;Pinto, Jose Castro
本文提出了一种新的校正方差膨胀因子（VIF）测度，用以评价解释变量之间的相关性对普通最小二乘估计方差的影响。我们发现，真实的影响方差可以高估传统的VIF时，解释变量不包含冗余信息的因变量和校正版本的多重共线性指标成为必要的。
In this paper, we propose a new corrected variance inflation factor (VIF) measure to evaluate the impact of the correlation among the explanatory variables in the variance of the ordinary least squares estimators. We show that the real impact on variance can be overestimated by the traditional VIF when the explanatory variables contain no redundant information about the dependent variable and a corrected version of this multicollinearity indicator becomes necessary.