On the performance of fast robust variance inflation factor based on index set equality

QR Code

On the performance of fast robust variance inflation factor based on index set equality

The detection of multicollinearity is very crucial, so that, proper remedial measures can be taken up in their presence. The widely used diagnostic method to detect multicollinearity in multiple linear regressions is by using Classical Variance Inflation Factor (CVIF). It is now evident that the CVI...

Full description

Bibliographic Details
Main Authors:	Midi, Habshah, Ismaeel, Shelan Saied, Arasan, Jayanthi
Format:	Article
Language:	English
Published:	Medwell Journals 2018
Online Access:	http://psasir.upm.edu.my/id/eprint/75132/ http://psasir.upm.edu.my/id/eprint/75132/1/On%20the%20performance%20of%20fast%20robust%20variance%20inflation%20factor%20based%20on%20index%20set%20equality.pdf

Similar Items

On the performance of robust variance inflation factors.
by: Bagheri, A., et al.
Published: (2011)

Simple and fast generalized - M (GM) estimator and its application to real data set
by: Habshah Midi,, et al.
Published: (2021)

Fast improvised diagnostic robust measure for the identification of high leverage points in multiple linear regression
by: Midi, Habshah, et al.
Published: (2018)

Fast improvised influential distance for the identification of influential observations in multiple linear regression
by: Habshah Midi,, et al.
Published: (2021)

Fast improvised influential distance for the identification of influential observations in multiple linear regression
by: Midi, Habshah, et al.
Published: (2021)

Robust multicollinearity diagnostic measure for fixed effect panel data model
by: Ismaeel, Shelan Saied, et al.
Published: (2021)

The performance of robust control chart for change in variance.
by: Ng, Kooi Huat, et al.
Published: (2011)

Robust diagnostic and robust estimation methods for fixed effect panel data model in presence of high leverage points and multicollinearity
by: Ismaeel, Shelan Saied
Published: (2017)

Fast and robust diagnostic technique for the detection of high leverage points
by: Midi, Habshah, et al.
Published: (2020)

The performance of robust heteroscedasticity consistent covariance matrix estimator
by: Sani, Muhammad, et al.
Published: (2019)

An efficient method of identification of influential observaions in multiple linear regression and its application to real data
by: Midi, Habshah, et al.
Published: (2024)

Robust heteroscedasticity consistent covariance matrix estimator based on robust mahalanobis distance and diagnostic robust generalized potential weighting methods in linear regression
by: Midi, Habshah, et al.
Published: (2018)

Robust individuals control chart for shifts in process mean and variance
by: Ng, Kooi Huat, et al.
Published: (2010)

Robust control chart for change point detection of process variance in the presence of disturbances
by: Ng, Kooi Huat, et al.
Published: (2014)

An efficient method of identification of influential observations in multiple linear regression and its application to real data
by: Habshah Mid,, et al.
Published: (2023)

Robust parameter estimation for fixed effect panel data model in the presence of heteroscedasticity and high leverage points
by: Sani, Muhammad, et al.
Published: (2019)

A remedial measure of multicollinearity in multiple linear regression in the presence of high leverage points
by: Ismaeel, Shelan Saied, et al.
Published: (2024)

A remedial measure of multicollinearity in multiple linear regression in the presence of high leverage points
by: Saied Ismaeel, Shelan, et al.
Published: (2024)

Bootstrap Confidence Interval for Robust Cpk Index
by: Midi, Habshah, et al.
Published: (2008)

Robust trimmed mean direction to estimate circular location parameter in the presence of outliers
by: Midi, Habshah, et al.
Published: (2018)

Bootstrap based diagnostics for survival regression model with interval and right-censored data
by: Arasan, Jayanthi, et al.
Published: (2022)

Modified outlier diagnostics for the extended exponential regression model with interval and right-censored data
by: Arasan, Jayanthi, et al.
Published: (2024)

The performance of Diagnostic-Robust F in the identification of multivariate outliers.
by: Midi, Habshah

Robust generalized multiplicative scatter correction algorithm on pretreatment of near infrared spectral data
by: Silalahi, Divo Dharma, et al.
Published: (2018)

The performance of mediation analysis based on robust estimator
by: Habshah Midi ,, et al.
Published: (2008)

The performance of mediation analysis based on robust estimator
by: Midi, Habshah, et al.
Published: (2008)

Automated fitting process using robust reliable weighted average on near infrared spectral data analysis
by: Silalahi, Divo Dharma, et al.
Published: (2020)

Interval estimations for parameters of gompertz model with time-dependent covariate and right censored data
by: Kaveh Kiani,, et al.
Published: (2012)

A Distributionally Robust Minimum Variance Beamformer Design
by: Li, Bin, et al.
Published: (2017)

The performance of a robust multistage estimator in nonlinear regression with heteroscedastic errors
by: Riazoshams, Hossein, et al.
Published: (2014)

Preliminary estimators for robust non-linear regression estimation
by: Midi, Habshah
Published: (1999)

The performance of robust modification of Breusch-Godfrey test in the presence of outliers
by: Lim, Hock Ann, et al.
Published: (2014)

Amazing journey to robust statistics, discovering outliers for efficient prediction
by: Midi, Habshah
Published: (2016)

Spatial outlier accommodation using a spatial variance shift outlier model
by: Mohammed Baba, Ali, et al.
Published: (2022)

The performance of mutual information for mixture of bivariate normal disatributions based on robust kernel estimation.
by: Dadkhah, Kourosh, et al.
Published: (2010)

Application of robust bootstrap techniques in logistic regression on intensive care unit data.
by: Midi, Habshah

The performance of k-means clustering method based on robust principal components
by: Kadom, Ahmed, et al.
Published: (2018)

The performance of robust-diagnostic F in the identification of multiple high leverage points
by: Midi, Habshah, et al.
Published: (2015)

The performance of classical and robust logistic regression estimators in the presence of outliers
by: Midi, Habshah, et al.
Published: (2012)

The application of simple errors in variables model on real data
by: Mohammadi, Mandana, et al.