Second simulated data for the simple linear regression model
SLM2.RdSecond 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("SLM2")Format
A data frame with 50 observations on the following 3 variables:
y2Dependent variable simulated as y = 3 + 4*Z + u where u is normally distributed with a mean of 0 and a variance of 2.
cteIntercept.
ZSimulated from a normal distribution with a mean of 10 and a variance of 0.1.
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(SLM2, n=5)
#> y2 cte Z
#> 1 43.01204 1 9.978211
#> 2 40.04163 1 9.878235
#> 3 40.17086 1 9.924592
#> 4 40.79076 1 10.019123
#> 5 44.72774 1 10.104728
y = SLM2[,1]
x = SLM2[,2:3]
multicollinearity(y, x)
#> RVIFs c0 c3 Scenario Affects
#> 1 187.800878 21.4798003 0.03277691 b.1 Yes
#> 2 1.879296 0.3687652 9.57724567 b.2 No