First simulated data for the simple linear regression model
SLM1.RdFirst 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:
y1Dependent variable simulated as y = 3 + 4*V + u where u is normally distributed with a mean of 0 and a variance of 2.
cteIntercept.
VSimulated 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)
#> y1 cte V
#> 1 82.392059 1 19.001420
#> 2 -1.942157 1 -1.733458
#> 3 7.474090 1 1.025146
#> 4 -12.303381 1 -4.445014
#> 5 30.378203 1 6.689864
y = SLM1[,1]
x = SLM1[,2:3]
multicollinearity(y, x)
#> RVIFs c0 c3 Scenario Affects
#> 1 0.0403049717 0.6454323 1.045802e-05 a.1 No
#> 2 0.0002675731 0.8383436 8.540101e-08 a.1 No