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]