Centered and non-centered variance inflation factor

05/29/2019

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by   Román Salmerón Gómez, et al.

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This paper analyzes the diagnostic of near multicollinearity in a multiple linear regression from auxiliary centered regressions (with intercept) and non-centered (without intercept). From these auxiliary regression, the centered and non-centered Variance Inflation Factors are calculated, respectively. It is also presented an expression that relate both of them.