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Rule for Variance Inflation Factors

A quote from here:
“Goldberger (1991) notes that while the number of pages in econometrics
texts devoted to the problem of multi-collinearity in multiple regression is
large the same books have little to say about sample size. Goldberger states:
“Perhaps that imbalance is attributable to the lack of an exotic polysyllabic
name for ‘small sample size.’ If so, we can remove that impediment by introducing the term micronumerosity” (Goldberger, 1991: 248–249).”

 

Cheers.

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