Re: [R] VIF threshold implying multicollinearity
Quite, but apparently not a boisterous one? John Kane Kingston ON Canada -Original Message- From: cfly...@ncsu.edu Sent: Mon, 27 Jul 2015 14:35:06 -0400 To: jrkrid...@inbox.com Subject: Re: [R] VIF threshold implying multicollinearity No actually it is a quiet good paper! :) On Mon, Jul 27, 2015 at 8:14 AM, John Kane jrkrid...@inbox.com wrote: +1 I, originally, read it as a stringent criticism of the first paper. John Kane Kingston ON Canada -Original Message- From: r.tur...@auckland.ac.nz Sent: Mon, 27 Jul 2015 15:12:43 +1200 To: cfly...@ncsu.edu Subject: Re: [R] VIF threshold implying multicollinearity On 27/07/15 13:36, Collin Lynch wrote: The following sources discuss the issues generally and may be a goof pointer to the literature ... SNIP I think that the foregoing merits fortune status! :-) cheers, Rolf -- Technical Editor ANZJS Department of Statistics University of Auckland Phone: +64-9-373-7599 ext. 88276 __ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help [https://stat.ethz.ch/mailman/listinfo/r-help] PLEASE do read the posting guide http://www.R-project.org/posting-guide.html [http://www.R-project.org/posting-guide.html] and provide commented, minimal, self-contained, reproducible code. FREE ONLINE PHOTOSHARING - Share your photos online with your friends and family! Visit http://www.inbox.com/photosharing [http://www.inbox.com/photosharing] to find out more! FREE 3D MARINE AQUARIUM SCREENSAVER - Watch dolphins, sharks orcas on your desktop! __ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] VIF threshold implying multicollinearity
+1 I, originally, read it as a stringent criticism of the first paper. John Kane Kingston ON Canada -Original Message- From: r.tur...@auckland.ac.nz Sent: Mon, 27 Jul 2015 15:12:43 +1200 To: cfly...@ncsu.edu Subject: Re: [R] VIF threshold implying multicollinearity On 27/07/15 13:36, Collin Lynch wrote: The following sources discuss the issues generally and may be a goof pointer to the literature ... SNIP I think that the foregoing merits fortune status! :-) cheers, Rolf -- Technical Editor ANZJS Department of Statistics University of Auckland Phone: +64-9-373-7599 ext. 88276 __ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. FREE ONLINE PHOTOSHARING - Share your photos online with your friends and family! Visit http://www.inbox.com/photosharing to find out more! __ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] VIF threshold implying multicollinearity
No actually it is a quiet good paper! :) On Mon, Jul 27, 2015 at 8:14 AM, John Kane jrkrid...@inbox.com wrote: +1 I, originally, read it as a stringent criticism of the first paper. John Kane Kingston ON Canada -Original Message- From: r.tur...@auckland.ac.nz Sent: Mon, 27 Jul 2015 15:12:43 +1200 To: cfly...@ncsu.edu Subject: Re: [R] VIF threshold implying multicollinearity On 27/07/15 13:36, Collin Lynch wrote: The following sources discuss the issues generally and may be a goof pointer to the literature ... SNIP I think that the foregoing merits fortune status! :-) cheers, Rolf -- Technical Editor ANZJS Department of Statistics University of Auckland Phone: +64-9-373-7599 ext. 88276 __ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. FREE ONLINE PHOTOSHARING - Share your photos online with your friends and family! Visit http://www.inbox.com/photosharing to find out more! [[alternative HTML version deleted]] __ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
[R] VIF threshold implying multicollinearity
Dear All I have a general question about VIF. While there are multiple rules of thumb about the threshold value of VIF, e.g. 4 or 10, implying multicollinearity, I am wondering if anyone can point me to some literature supporting these rules of thumb. Thank you so much! wensui __ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] VIF threshold implying multicollinearity
On 27/07/15 13:36, Collin Lynch wrote: The following sources discuss the issues generally and may be a goof pointer to the literature ... SNIP I think that the foregoing merits fortune status! :-) cheers, Rolf -- Technical Editor ANZJS Department of Statistics University of Auckland Phone: +64-9-373-7599 ext. 88276 __ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] VIF threshold implying multicollinearity
The following sources discuss the issues generally and may be a goof
pointer to the literature on VIF. Particularly the Schroeder paper.
@article{Yi:Evaluation,
AUTHOR = {Youjae Yi},
TITLE = {On the Evaluation of Main Effects in Multiplicative
Regression Models.},
JOURNAL = {Journal of the Market Research Society},
VOLUME = {31},
NUMBER = {1},
MONTH = {January},
YEAR= {1989},
PAGES = {133-138}
}
@article{Gordon:Issues,
AUTHOR = {Robert A. Gordon},
TITLE = {Issues in Multiple Regression},
JOURNAL = {American Journal of Sociology},
VOLUME = {73},
NUMBER = {5},
MONTH = {March},
YEAR= {1968},
PAGES = {592-616}
}
@misc{Lynch:Multicollinearity,
author = {Scott M. Lynch},
title = {Multicollinearity},
year = {2003},
url= {\url{
http://www.princeton.edu/~slynch/soc504/multicollinearity.pdf}},
note = [Online; accessed 11-October-2013]
}
@article{Schroeder:Multicollinearity,
AUTHOR = {Mary Ann Schroeder
and Janice Lander
and Stacey Levine-Silverman},
TITLE = {Diagnosing and Dealing with Multicollinearity},
JOURNAL = {Western Journal of Nursing Research},
VOLUME = {12},
NUMBER = {2},
YEAR= {1990},
PAGES = {175-187}
}
@book{Afifi:Computer,
AUTHOR= {A. Afifi and V. Clark},
TITLE = {Computer-aided Multivariate Analysis},
PUBLISHER = {Wadsworth, Belmont California},
YEAR = {1984}
}
On Sun, Jul 26, 2015 at 5:00 PM, Wensui Liu liuwen...@gmail.com wrote:
Dear All
I have a general question about VIF.
While there are multiple rules of thumb about the threshold value of
VIF, e.g. 4 or 10, implying multicollinearity, I am wondering if
anyone can point me to some literature supporting these rules of
thumb.
Thank you so much!
wensui
__
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