Robust Variance Inflation Factor: A Promising Approach for Collinearity Diagnostics in the Presence of Outliers
Jinse Jacob, R. Varadharajan
Topics & Concepts
Variance inflation factorCollinearityOutlierMulticollinearityEstimatorVariance (accounting)StatisticsMetric (unit)Computer scienceMean squared errorRobust statisticsInflation (cosmology)EconometricsProjection (relational algebra)RegressionMathematicsData miningRegression analysisAlgorithmEngineeringOperations managementPhysicsTheoretical physicsAccountingBusinessAdvanced Statistical Methods and ModelsAdvanced Statistical Process MonitoringStatistical Methods and Inference