Re: VIF

2000-06-02 Thread Gene Gallagher
In article <[EMAIL PROTECTED]>, [EMAIL PROTECTED] (Donald F. Burrill) wrote: > 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

Re: VIF

2000-05-31 Thread Alan Neustadtl
On Tue, 30 May 2000 22:12:11 -0400 (EDT), Donald F. Burrill wrote: >On 31 May 2000, Vmcw wrote: > >> >>It is 10. I hope, you are talking about Variance Inflation Factor. >> >>More than 10 indicates severe multicollinearity. > >> >And where does this magic number come from? :) > > One place I ha

Re: VIF

2000-05-31 Thread Donald F. Burrill
On Wed, 31 May 2000, jineshwar singh wrote: > --- "Donald F. Burrill" <[EMAIL PROTECTED]> wrote: Yes, I knew I'd written that... It took me a while to find it, but the sole addition I could find in your post was the statement VIF=10 is based on empirical data. If this is indeed your

Re: VIF

2000-05-31 Thread jineshwar singh
--- "T.S. Lim" <[EMAIL PROTECTED]> wrote: > In article <000701bfca86$f831b9a0$047c6395@sprint>, > [EMAIL PROTECTED] > says... > >Simple answer-- from a college level text book. Jin > >It is 10. I hope, you are talking about Variance > Inflation Factor. More > than > >10 indicates severe multic

Re: VIF

2000-05-31 Thread jineshwar singh
--- "Donald F. Burrill" <[EMAIL PROTECTED]> wrote: > On 31 May 2000, Vmcw wrote: > VIF=10 is based on empirical data. > > >>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 (w

Re: VIF

2000-05-30 Thread Donald F. Burrill
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? :)

Re: VIF

2000-05-30 Thread Vmcw
>>It is 10. I hope, you are talking about Variance Inflation Factor. More >than >>10 indicates severe multicollinearity. > > >And where does this magic number come from? :) > > Neter, Wasserman, Nachtsheim, and Kutner, of course! (or is it Wasserman, Kutner, Neter, and Nachtsheim or one of the o

Re: VIF

2000-05-30 Thread T.S. Lim
In article <000701bfca86$f831b9a0$047c6395@sprint>, [EMAIL PROTECTED] says... > >It is 10. I hope, you are talking about Variance Inflation Factor. More than >10 indicates severe multicollinearity. And where does this magic number come from? :) >Jin > >Jineshwar Singh, Coordinator, IDS >Inte

Re: VIF

2000-05-30 Thread Alan Miller
Karen Scheltema wrote in message <[EMAIL PROTECTED]>... >What is the usual cutoff for saying the VIF is too high? I don't see that there can be any general criterion for saying that a VIF is too large. A large value indicates collinearity between predictor variables. In some fields, this cann

RE: VIF

2000-05-30 Thread Donald F. Burrill
On Tue, 30 May 2000, Dale Glaser wrote: > 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).. Yes, Dale is correct. > ... r^2j would be the percentage of variation accounted for by the > predictors in predicting the o

Re: VIF

2000-05-30 Thread Jineshwar Singh
It is 10. I hope, you are talking about Variance Inflation Factor. More than 10 indicates severe multicollinearity. Jin Jineshwar Singh, Coordinator, IDS Interdisciplinary Department George Brown College St .James campus [EMAIL PROTECTED] * You cannot control how other

RE: VIF

2000-05-30 Thread Dale Glaser
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 combi