Wissel: Wissel data

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

Wissel data

Description

Wissel data on outstanding mortgage debt.

Usage

data("Wissel")

Format

A data frame with 17 observations on the following 6 variables:

t

Year.

D

Outstanding mortgage debt (dependent variable).

cte

Intercept.

C

Personal consumption (trillions of dollars).

I

Personal income (trillions of dollars).

CP

Outstanding consumer credit (trillions of dollars).

References

Wissel, J. (2009). A new biased estimator for multivariate regression models with highly collinear variables. Ph.D. thesis, Erlangung des naturwissenschaftlichen Doktorgrades der Bayerischen Julius-Maximilians-Universität Würzburg, url: https://opus.bibliothek.uni-wuerzburg.de/opus4-wuerzburg/frontdoor/deliver/index/docId/2949/file/wissel.pdf.

Examples

  head(Wissel, n=5)
  y = Wissel[,2]
  x = Wissel[,3:6]
  multicollinearity(y, x)

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