Karen..off the top of my head, the VIF is the inverse of tolerance, hence, if tolerance = (1 - r^2j), then VIF= 1/(1-r^2j)..[excuse the sloppiness of the notation, but r^2j would be the percentage of variation accounted for by the predictors in predicting the other predictor..ie., the linear combination of x1 and x2 in predicting x3]; anyway, as with any cutoff value there can be an element of arbitrariness, though some have registered concern if VIF > 10.0; my personal (possibly misinformed!) opinion is that the aforementioned cutoff value is way too liberal; for VIF to equal 10.0 then 1/=(1 - .9) entails a multiple R of .9486!!!; for me it is a stretch to conceive that collinearity only becomes problematic when R = .9486...I'll be interested to see what others think............ Dale Glaser, Ph.D. Senior Statistician, Pacific Science and Engineering Group Adjunct faculty/lecturer, SDSU/USD/CSPP San Diego, CA. -----Original Message----- From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED]] On Behalf Of Karen Scheltema Sent: Tuesday, May 30, 2000 1:52 PM To: [EMAIL PROTECTED] Subject: VIF What is the usual cutoff for saying the VIF is too high? Karen Scheltema, M.A., M.S. Statistician HealthEast 1700 University Ave W St. Paul, MN 55104 (651) 232-5212 fax: (651) 641-0683 ________________________________________________________________________ Get Your Private, Free E-mail from MSN Hotmail at http://www.hotmail.com =========================================================================== This list is open to everyone. Occasionally, less thoughtful people send inappropriate messages. Please DO NOT COMPLAIN TO THE POSTMASTER about these messages because the postmaster has no way of controlling them, and excessive complaints will result in termination of the list. For information about this list, including information about the problem of inappropriate messages and information about how to unsubscribe, please see the web page at http://jse.stat.ncsu.edu/ =========================================================================== =========================================================================== This list is open to everyone. Occasionally, less thoughtful people send inappropriate messages. Please DO NOT COMPLAIN TO THE POSTMASTER about these messages because the postmaster has no way of controlling them, and excessive complaints will result in termination of the list. For information about this list, including information about the problem of inappropriate messages and information about how to unsubscribe, please see the web page at http://jse.stat.ncsu.edu/ ===========================================================================
