An improved robust variance inflation factor: Reducing the negative effects of good leverage points
In multiple linear regression analysis, the variance inflation factor is a well-known collinearity measure. It is defined as the function of the coefficient of determination between the explanatory variables, and it is based on the maximum likelihood estimator of the regression coefficients. Nevert...
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| Format: | Article |
| Language: | English |
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Elsevier
2023-03-01
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| Series: | Kuwait Journal of Science |
| Online Access: | https://journalskuwait.org/kjs/index.php/KJS/article/view/15533 |
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| author | Osman Ufuk Ekiz |
| author_facet | Osman Ufuk Ekiz |
| author_sort | Osman Ufuk Ekiz |
| collection | DOAJ |
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In multiple linear regression analysis, the variance inflation factor is a well-known collinearity measure. It is defined as the function of the coefficient of determination between the explanatory variables, and it is based on the maximum likelihood estimator of the regression coefficients. Nevertheless, in addition to outliers, leverage observations can have significant impact on the coefficient of determination, and thereby the variance inflation factor. This study presents an improved robust variance inflation factor estimator that is not affected by these observations. Simulation studies and a real data analysis indicate that the modified robust variance inflation factor estimator performs better than the traditional one.
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| format | Article |
| id | doaj-art-352d531e397e4430a1997d0d66a20fde |
| institution | OA Journals |
| issn | 2307-4108 2307-4116 |
| language | English |
| publishDate | 2023-03-01 |
| publisher | Elsevier |
| record_format | Article |
| series | Kuwait Journal of Science |
| spelling | doaj-art-352d531e397e4430a1997d0d66a20fde2025-08-20T02:30:28ZengElsevierKuwait Journal of Science2307-41082307-41162023-03-01502A10.48129/kjs.15533An improved robust variance inflation factor: Reducing the negative effects of good leverage pointsOsman Ufuk Ekiz0Dept. of Statistics, Gazi University, Turkey In multiple linear regression analysis, the variance inflation factor is a well-known collinearity measure. It is defined as the function of the coefficient of determination between the explanatory variables, and it is based on the maximum likelihood estimator of the regression coefficients. Nevertheless, in addition to outliers, leverage observations can have significant impact on the coefficient of determination, and thereby the variance inflation factor. This study presents an improved robust variance inflation factor estimator that is not affected by these observations. Simulation studies and a real data analysis indicate that the modified robust variance inflation factor estimator performs better than the traditional one. https://journalskuwait.org/kjs/index.php/KJS/article/view/15533 |
| spellingShingle | Osman Ufuk Ekiz An improved robust variance inflation factor: Reducing the negative effects of good leverage points Kuwait Journal of Science |
| title | An improved robust variance inflation factor: Reducing the negative effects of good leverage points |
| title_full | An improved robust variance inflation factor: Reducing the negative effects of good leverage points |
| title_fullStr | An improved robust variance inflation factor: Reducing the negative effects of good leverage points |
| title_full_unstemmed | An improved robust variance inflation factor: Reducing the negative effects of good leverage points |
| title_short | An improved robust variance inflation factor: Reducing the negative effects of good leverage points |
| title_sort | improved robust variance inflation factor reducing the negative effects of good leverage points |
| url | https://journalskuwait.org/kjs/index.php/KJS/article/view/15533 |
| work_keys_str_mv | AT osmanufukekiz animprovedrobustvarianceinflationfactorreducingthenegativeeffectsofgoodleveragepoints AT osmanufukekiz improvedrobustvarianceinflationfactorreducingthenegativeeffectsofgoodleveragepoints |