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...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English English |
| Published: |
Asian Network for Scientific Information (ANSINET)
2010
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| Subjects: | |
| Online Access: | 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 |