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Curto, J. D. & Pinto, J. C. (2011). The corrected VIF (CVIF). Journal of Applied Statistics. 38 (7), 1499-1507
J. J. Curto and J. C. Pinto, "The corrected VIF (CVIF)", in Journal of Applied Statistics, vol. 38, no. 7, pp. 1499-1507, 2011
@article{curto2011_1730877806214, author = "Curto, J. D. and Pinto, J. C.", title = "The corrected VIF (CVIF)", journal = "Journal of Applied Statistics", year = "2011", volume = "38", number = "7", doi = "10.1080/02664763.2010.505956", pages = "1499-1507", url = "http://www.tandfonline.com/doi/abs/10.1080/02664763.2010.505956" }
TY - JOUR TI - The corrected VIF (CVIF) T2 - Journal of Applied Statistics VL - 38 IS - 7 AU - Curto, J. D. AU - Pinto, J. C. PY - 2011 SP - 1499-1507 SN - 0266-4763 DO - 10.1080/02664763.2010.505956 UR - http://www.tandfonline.com/doi/abs/10.1080/02664763.2010.505956 AB - 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. ER -