Two seemingly paradoxical results in linear models: the variance inflation factor and the analysis of covariance
A result from a standard linear model course is that the variance of the ordinary least squares (OLS) coefficient of a variable will never decrease when including additional covariates into the regression. The variance inflation factor (VIF) measures the increase of the variance. Another result from...
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| Format: | Article |
| Language: | English |
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De Gruyter
2021-03-01
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| Series: | Journal of Causal Inference |
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| Online Access: | https://doi.org/10.1515/jci-2019-0023 |