VIF-based adaptive matrix perturbation method for heteroskedasticity-robust covariance estimators in the presence of multicollinearity
Huang, Chien-Chia Liäm, Jou, Yow-Jen, Cho, Hsun-JungLanguage:
english
Journal:
Communications in Statistics - Theory and Methods
DOI:
10.1080/03610926.2015.1060340
Date:
April, 2016
File:
PDF, 352 KB
english, 2016