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A recently proposed streamwise regression approach based on the variance inflation factor (VIF) is promising, but its least-squares based implementation makes it susceptible to the outliers inevitable ...
Investopedia contributors come from a range of backgrounds, and over 25 years there have been thousands of expert writers and editors who have contributed. Robert Kelly is managing director of XTS ...
Ridge estimation (RE) is an alternative method to ordinary least squares when there exists a collinearity problem in a linear regression model. The variance inflator factor (VIF) is applied to test if ...