Computing Generalized Collinearity Diagnostics for Categorical Variables Using Multivariate Regression
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Keywords

Generalized Collinearity Diagnostics

Abstract

Generalized Variance Inflation Factors (GVIFs) are a means of assessing multicollinearity for related sets of variables in regression models (Fox & Monette, 1992; Fox, 2016); however, they do not frequently appear in statistical literature. R is the only statistical software that has packages that report GVIFs. The main purpose of this paper is to demonstrate how GVIFs are a function of multivariate regression models that can be performed with other statistical software.

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Copyright (c) 2023 Mokshad P. Gaonkar, Amandiy N. Liwo, T. Mark Beasley (Author)

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