Variance Inflation Factor and Condition Number in multiple linear regression

By Román Salmerón, Catalina Beatriz García García, José García. 2018

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ABSTRACT The Variance Inflation Factor and the Condition Number are measures traditionally applied to detect the presence of collinearity in a multiple linear model. This paper presents the relation and the difference between both measures from theoretical and empirical perspectives by using Monte Carlo simulations and taking special interest in the computational techniques.

Subfields: Analytical Chemistry, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/b76d7a30919d1a4165896fb36cbb6146a1b2eddd