Wissel

Wissel data on outstanding mortgage debt.

datasets

The detection of troubling approximate collinearity in a multiple linear regression model is a classical problem in Econometrics. The objective of this package is to detect it using the variance inflation factor redefined and the scatterplot between the variance inflation factor and the coefficient of variation. For more details see Salmerón R., García C.B. and García J. (2018) <doi:10.1080/00949655.2018.1463376>, Salmerón, R., Rodríguez, A. and García C. (2020) <doi:10.1007/s00180-019-00922-x>, Salmerón, R., García, C.B, Rodríguez, A. and García, C. (2022) <doi:10.32614/RJ-2023-010>, Salmerón, R., García, C.B. and García, J. (2025) <doi:10.1007/s10614-024-10575-8> and Salmerón, R., García, C.B, García J. (2023, working paper) <doi:10.48550/arXiv.2005.02245>. You can also view the package vignette using 'browseVignettes("rvif")', the package website using 'browseURL(system.file("docs/index.html", package = "rvif"))' or version control on GitHub (<https://github.com/rnoremlas/rvif_package>).

R. Salmeron

rvif

Collinearity Detection using Redefined Variance Inflation Factor
and Graphical Methods

R. Salmerón

C.B. García

Wissel function

A data frame with 17 observations on the following 6 variables:<dl>
 <dt><code>t</code></dt>
<dd>Year.</dd> <dt><code>D</code></dt>
<dd>Outstanding mortgage debt (dependent variable).</dd> <dt><code>cte</code></dt>
<dd>Intercept.</dd> <dt><code>C</code></dt>
<dd>Personal consumption (trillions of dollars).</dd> <dt><code>I</code></dt>
<dd>Personal income (trillions of dollars).</dd> <dt><code>CP</code></dt>
<dd>Outstanding consumer credit (trillions of dollars).</dd> 
</dl>

Format

Wissel data — Wissel

A data frame with 17 observations on the following 6 variables:<dl>
 <dt><code>t</code></dt>
<dd>Year.</dd>

 <dt><code>D</code></dt>
<dd>Outstanding mortgage debt (dependent variable).</dd>

 <dt><code>cte</code></dt>
<dd>Intercept.</dd>

 <dt><code>C</code></dt>
<dd>Personal consumption (trillions of dollars).</dd>

 <dt><code>I</code></dt>
<dd>Personal income (trillions of dollars).</dd>

 <dt><code>CP</code></dt>
<dd>Outstanding consumer credit (trillions of dollars).</dd>

 
</dl>

Wissel: Wissel data

Description

Usage

Arguments

Format

References

Examples