摘要翻译:
本文从辅助中心回归(有截距)和非中心回归(无截距)两个方面分析了多元线性回归中近多重共线性的诊断。从这些辅助回归中,分别计算了中心和非中心方差膨胀因子。文中还给出了一个将两者联系起来的表达式。
---
英文标题:
《Centered and non-centered variance inflation factor》
---
作者:
Rom\'an Salmer\'on G\'omez, Catalina Garc\'ia Garc\'ia y Jos\'e
Garc\'ia P\'erez
---
最新提交年份:
2019
---
分类信息:
一级分类:Economics 经济学
二级分类:Econometrics 计量经济学
分类描述:Econometric Theory, Micro-Econometrics, Macro-Econometrics, Empirical Content of Economic Relations discovered via New Methods, Methodological Aspects of the Application of Statistical Inference to Economic Data.
计量经济学理论,微观计量经济学,宏观计量经济学,通过新方法发现的经济关系的实证内容,统计推论应用于经济数据的方法论方面。
--
一级分类:Statistics 统计学
二级分类:Methodology 方法论
分类描述:Design, Surveys, Model Selection, Multiple Testing, Multivariate Methods, Signal and Image Processing, Time Series, Smoothing, Spatial Statistics, Survival Analysis, Nonparametric and Semiparametric Methods
设计,调查,模型选择,多重检验,多元方法,信号和图像处理,时间序列,平滑,空间统计,生存分析,非参数和半参数方法
--
---
英文摘要:
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.
---
PDF链接:
https://arxiv.org/pdf/1905.12293


雷达卡



京公网安备 11010802022788号







