tner, 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
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
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 d
campus
> >[EMAIL PROTECTED]
> >*
> >You cannot control how others act but you can
> >control how you react.
> >416 -415-2089
> >http://www.gbrownc.on.ca/~jsingh
> >
> >- Original Message -
> >From: Karen Scheltem
--- "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 multicollinear
s 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
>>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
--- Original Message -
>From: Karen Scheltema <[EMAIL PROTECTED]>
>To: <[EMAIL PROTECTED]>
>Sent: Tuesday, May 30, 2000 4:51 PM
>Subject: VIF
>
>
>> What is the usual cutoff for saying the VIF is too high?
>>
>> Karen Scheltema, M.A., M.S.
>&g
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 som
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 pr
others act but you can
control how you react.
416 -415-2089
http://www.gbrownc.on.ca/~jsingh
- Original Message -
From: Karen Scheltema <[EMAIL PROTECTED]>
To: <[EMAIL PROTECTED]>
Sent: Tuesday, May 30, 2000 4:51 PM
Subject: VIF
> What is the usual cutoff for saying the
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
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
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