On 31 May 2000, Vmcw wrote:
> >>It is 10. I hope, you are talking about Variance Inflation Factor.
> >>More than 10 indicates severe multicollinearity.
Thus spake Jin Singh. And someone else (was it Dave Heiser?) retorted,
sensibly I thought,
> >And where does this magic number come from? :)
To which Tom in PA replied (possibly tongue-in-cheek?),
> Neter, Wasserman, Nachtsheim, and Kutner, of course! (or is it Wasserman,
> Kutner, Neter, and Nachtsheim or one of the other 22 permutations?).
I've heard of a Wasserman (or Wassermann?) test, but didn't think it had
to do with VIF. Dunno about all those other blokes. But apart from
argument by Appeal to Irrelevant Authority at HeadQuarters, was there
actually some _reasoning_ underlying the selection of VIF = 10, or was
it just someone's arbitrary guess (like the 10 subjects per variable one
is supposed to have before one dares essay a factor analysis)?
-- Don.
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Donald F. Burrill [EMAIL PROTECTED]
348 Hyde Hall, Plymouth State College, [EMAIL PROTECTED]
MSC #29, Plymouth, NH 03264 603-535-2597
184 Nashua Road, Bedford, NH 03110 603-471-7128
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