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Export Reference (APA) 
Curto, J. D. & Pinto, J. C. (2011). The corrected VIF (CVIF). Journal of Applied Statistics. 38 (7), 1499-1507
Export Reference (IEEE) 
J. J. Curto and J. C. Pinto,  "The corrected VIF (CVIF)", in Journal of Applied Statistics, vol. 38, no. 7, pp. 1499-1507, 2011
Export BibTeX 
@article{curto2011_1765601582354,
	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"
}
Export RIS 
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  -