Publicacions en col·laboració amb investigadors/es de Universidad de Almería (41)

2024

  1. A Redefined Variance Inflation Factor: Overcoming the Limitations of the Variance Inflation Factor

    Computational Economics

  2. A review of ridge parameter selection: minimization of the mean squared error vs. mitigation of multicollinearity

    Communications in Statistics: Simulation and Computation, Vol. 53, Núm. 8, pp. 3686-3698

  3. The Raise Regression: Justification, Properties and Application

    International Statistical Review

  4. Transition towards circular economy in EU countries: A composite indicator and drivers of circularity

    Sustainable Development

2022

  1. The multiColl Package Versus Other Existing Packages in R to Detect Multicollinearity

    Computational Economics, Vol. 60, Núm. 2, pp. 439-450

2021

  1. A Guide to Using the R Package “multiColl” for Detecting Multicollinearity

    Computational Economics, Vol. 57, Núm. 2, pp. 529-536

2020

  1. A Geometrical Interpretation of Collinearity: A Natural Way to Justify Ridge Regression and Its Anomalies

    International Statistical Review, Vol. 88, Núm. 3, pp. 776-792

  2. Comment on “A Note on Collinearity Diagnostics and Centering” by Velilla (2018)

    American Statistician, Vol. 74, Núm. 1, pp. 68-71

  3. Detection of near-nulticollinearity through centered and noncentered regression

    Mathematics, Vol. 8, Núm. 6

  4. Raise regression: Types of raising and mean square error

    XXXIII Congreso Internacional de economía aplicada Asepelt 2019: economía azul

  5. Residualization: justification, properties and application

    Journal of Applied Statistics, Vol. 47, Núm. 11, pp. 1990-2010

  6. The VIF and MSE in raise regression

    Mathematics, Vol. 8, Núm. 4

2019

  1. Comment on “An extended STIRPAT model-based methodology for evaluating the driving forces affecting carbon emissions in existing public building sector: evidence from China in 2000–2015” by Ma et al. (2017)

    Natural Hazards

2018

  1. Transformation of variables and the condition number in ridge estimation

    Computational Statistics, Vol. 33, Núm. 3, pp. 1497-1524

  2. Variance Inflation Factor and Condition Number in multiple linear regression

    Journal of Statistical Computation and Simulation, Vol. 88, Núm. 12, pp. 2365-2384

2017

  1. A NOTE ABOUT THE PERT CONSTANT VARIANCE ASSUMPTION

    11TH INTERNATIONAL DAYS OF STATISTICS AND ECONOMICS

  2. A generalized method for valuing agricultural farms under uncertainty

    Land Use Policy, Vol. 65, pp. 121-127

  3. A note about the corrected VIF

    Statistical Papers, Vol. 58, Núm. 3, pp. 929-945

  4. ANALYSING THE INTERACTION BETWEEN THE PIB AND THE EDUCATION TO EXPLAIN THE CO2 EMISSIONS

    11TH INTERNATIONAL DAYS OF STATISTICS AND ECONOMICS

  5. Regresión con variables ortogonales y regresión alzada en el modelo STIRPAT

    Estudios de economía aplicada, Vol. 35, Núm. 3, pp. 717-734