Centered and non-centered variance inflation factor

Román Salmerón Gómez; Catalina García García y José García Pérez

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arXiv · 1905.12293

Centered and non-centered variance inflation factor

Román Salmerón Gómez·Catalina García García y José García Pérez

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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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Román Salmerón Gómez, Catalina García García y José García Pérez. 2019-05-29. Centered and non-centered variance inflation factor. https://arxiv.org/abs/1905.12293

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