rvif: Collinearity Detection using Redefined Variance Inflation Factor and Graphical Methods

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

Documentation:

Reference manual: rvif.pdf

Downloads:

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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