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The detection of troubling approximate collinearity in a multiple linear regression model is a classical problem in Econometrics. The objective of this package is to detect it using the variance inflation factor redefined and the scatterplot between the variance inflation factor and the coefficient of variation. For more details see Salmerón R., García C.B. and García J. (2018) <doi:10.1080/00949655.2018.1463376>, Salmerón, R., Rodríguez, A. and García C. (2020) <doi:10.1007/s00180-019-00922-x>, Salmerón, R., García, C.B, Rodríguez, A. and García, C. (2022) <doi:10.32614/RJ-2023-010>, Salmerón, R., García, C.B. and García, J. (2024) <doi:10.1007/s10614-024-10575-8> and Salmerón, R., García, C.B, García J. (2023, working paper) <doi:10.48550/arXiv.2005.02245>.
Version: | 2.0 |
Depends: | R (≥ 3.5.0), multiColl |
Published: | 2024-11-14 |
DOI: | 10.32614/CRAN.package.rvif |
Author: | R. Salmerón [aut, cre], C.B. García [aut] |
Maintainer: | R. Salmerón <romansg at ugr.es> |
License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
URL: | http://colldetreat.r-forge.r-project.org/ |
NeedsCompilation: | no |
CRAN checks: | rvif results |
Reference manual: | rvif.pdf |
Package source: | rvif_2.0.tar.gz |
Windows binaries: | r-devel: rvif_2.0.zip, r-release: rvif_2.0.zip, r-oldrel: rvif_2.0.zip |
macOS binaries: | r-release (arm64): rvif_2.0.tgz, r-oldrel (arm64): rvif_2.0.tgz, r-release (x86_64): rvif_2.0.tgz, r-oldrel (x86_64): rvif_2.0.tgz |
Old sources: | rvif archive |
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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.