Centered and non-centered variance inflation factor

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.

7 pages

Cited by in corpus (1)

• Overcoming the inconsistences of the variance inflation factor: a redefined VIF and a test to detect statistical troubling multicollinearity