SLM1: First simulated data for the simple linear regression model

In rvif: Collinearity Detection using Redefined Variance Inflation Factor and Graphical Methods

First simulated data for the simple linear regression model

Description

First data used in example 4 of Salmerón, García and García (2024) (subsection 4.4) on the special case of the simple linear model.

Usage

data("SLM1")

Format

A data frame with 50 observations on the following 3 variables:

y1

Dependent variable simulated as y = 3 + 4*V + u where u is normally distributed with a mean of 0 and a variance of 2.

cte

Intercept.

V

Simulated from a normal distribution with a mean of 10 and a variance of 100.

References

Salmerón, R., García, C.B. and García, J. (2025). A redefined Variance Inflation Factor: overcoming the limitations of the Variance Inflation Factor. Computational Economics, 65, 337-363, doi: https://doi.org/10.1007/s10614-024-10575-8.

Examples

  head(SLM1, n=5)
  y = SLM1[,1]
  x = SLM1[,2:3]
  multicollinearity(y, x)

rvif documentation built on Sept. 9, 2025, 5:38 p.m.