An improved robust variance inflation factor : reducing the negative effects of good leverage points
Author
Source
Issue
Vol. 50, Issue 2 A (30 Apr. 2023), pp.1-5, 5 p.
Publisher
Kuwait University Academic Publication Council
Publication Date
2023-04-30
Country of Publication
Kuwait
No. of Pages
5
Main Subjects
Engineering & Technology Sciences (Multidisciplinary)
Abstract EN
In multiple linear regression analysis, the variance inflation factor is a well-known collinearity measure.
It is defined as the function of the coefficient of determination between the explanatory variables, and it is based on the maximum likelihood estimator of the regression coefficients.
Nevertheless, in addition to outliers, leverage observations can have significant impact on the coefficient of determination, and thereby the variance inflation factor.
This study presents an improved robust variance inflation factor estimator that is not affected by these observations.
Simulation studies and a real data analysis indicate that the modified robust variance inflation factor estimator performs better than the traditional one
American Psychological Association (APA)
Ekiz, Uthman U.. 2023. An improved robust variance inflation factor : reducing the negative effects of good leverage points. Kuwait Journal of Science،Vol. 50, no. 2 A, pp.1-5.
https://search.emarefa.net/detail/BIM-1501118
Modern Language Association (MLA)
Ekiz, Uthman U.. An improved robust variance inflation factor : reducing the negative effects of good leverage points. Kuwait Journal of Science Vol. 50, no. 2 A (Apr. 2023), pp.1-5.
https://search.emarefa.net/detail/BIM-1501118
American Medical Association (AMA)
Ekiz, Uthman U.. An improved robust variance inflation factor : reducing the negative effects of good leverage points. Kuwait Journal of Science. 2023. Vol. 50, no. 2 A, pp.1-5.
https://search.emarefa.net/detail/BIM-1501118
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references : p. 16
Record ID
BIM-1501118