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Centered and non-centered variance inflation factor

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Listed:
  • Rom'an Salmer'on G'omez
  • Catalina Garc'ia Garc'ia y Jos'e Garc'ia P'erez

Abstract

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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  • Rom'an Salmer'on G'omez & Catalina Garc'ia Garc'ia y Jos'e Garc'ia P'erez, 2019. "Centered and non-centered variance inflation factor," Papers 1905.12293, arXiv.org.
    • Handle: RePEc:arx:papers:1905.12293
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    File URL: http://arxiv.org/pdf/1905.12293
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