SLM2 {rvif} | R Documentation |
Second simulated data for the simple linear regression model
Description
Second data used in example 4 of Salmerón, García and García (2024) (subsection 4.4) on special case of simple linear model.
Usage
data("SLM2")
Format
A data frame with 50 observations on the following 3 variables:
y2
Dependent variable simulated as y = 3 + 4*Z + u where u is normally distributed with a mean equal to 0 and a variance equal to 2.
cte
Intercept.
Z
Simulated from a normal distribution with mean equal to 10 and variance equal to 0.1.
References
Salmerón, R., García, C.B. and García, J. A redefined Variance Inflation Factor: overcoming the limitations of the Variance Inflation Factor. Computational Economics (2024, online), doi: https://doi.org/10.1007/s10614-024-10575-8.
Examples
data(SLM2)
head(SLM2, n=5)
y = SLM2[,1]
X = as.matrix(SLM2[,2:3])
Theorem(y, X)
[Package rvif version 2.0 Index]