rvif

Collinearity Detection using Redefined Variance Inflation Factor and Graphical Methods

CRAN Package

The detection of troubling approximate collinearity in a multiple linear regression model is a classical problem in Econometrics. The objective of this package is to detect it using the variance inflation factor redefined and the scatterplot between the variance inflation factor and the coefficient of variation. For more details see Salmerón R., García C.B. and García J. (2018) doi:10.1080/00949655.2018.1463376, Salmerón, R., Rodríguez, A. and García C. (2020) doi:10.1007/s00180-019-00922-x, Salmerón, R., García, C.B, Rodríguez, A. and García, C. (2022) doi:10.32614/RJ-2023-010, Salmerón, R., García, C.B. and García, J. (2024) doi:10.1007/s10614-024-10575-8 and Salmerón, R., García, C.B, García J. (2023, working paper) doi:10.48550/arXiv.2005.02245.


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