The Application of Robust Multicollinearity Diagnostic Method Based on Robust Coefficient Determination to a Non-Collinear Data.

The Application of Robust Multicollinearity Diagnostic Method Based on Robust Coefficient Determination to a Non-Collinear Data.

In this study, we proposed Robust Variance Inflation Factors (RVIFs) in the detection of multicollinearity due to the high leverage points or extreme outliers in the X-direction. The computation of RVIFs is based on robust coefficient determinations which we called RR2 (MM) and RR2 (GM (DRGP)). The...

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Bibliographic Details
Main Authors: Midi, Habshah, Bagheri, Arezoo, Imon, A.H.M Rahmatullah
Format: Article
Language:English
English
Published: Asian Network for Scientific Information (ANSINET) 2010
Subjects:
Multicollinearity
Regression analysis
Correlation (Statistics)
Online Access:http://psasir.upm.edu.my/id/eprint/17015/
http://psasir.upm.edu.my/id/eprint/17015/1/The%20Application%20of%20Robust%20Multicollinearity%20Diagnostic%20Method%20Based%20on%20Robust%20Coefficient%20Determination%20to%20a%20Non.pdf

Internet

http://psasir.upm.edu.my/id/eprint/17015/
http://psasir.upm.edu.my/id/eprint/17015/1/The%20Application%20of%20Robust%20Multicollinearity%20Diagnostic%20Method%20Based%20on%20Robust%20Coefficient%20Determination%20to%20a%20Non.pdf

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