Generalized Collinearity Diagnostics
Abstract Working in the context of the linear model y = Xβ + ε, we generalize the concept of variance inflation as a measure of collinearity to a subset of parameters in β (deno...
Abstract Working in the context of the linear model y = Xβ + ε, we generalize the concept of variance inflation as a measure of collinearity to a subset of parameters in β (deno...
h-index: Number of publications with at least h citations each.