VIF alone is not sufficient to evaluate the degree and source of collinearity. You also need to examine the condition indexes and the variance decomposition proportions.
SR Millis
--- On Thu, 11/20/08, Chris Witte <[email protected]> wrote:
> From: Chris Witte <[email protected]>
> Subject: Re: st: multicollinearity
> To: [email protected]
> Date: Thursday, November 20, 2008, 4:00 PM
> Thanks for the advice Jay.
>
> Regarding the listserv: I remembered not being able to
> post in the past because I was trying to send rich text and
> I thought that maybe sending a link was unacceptable as
> well. I usually stay pretty calm when I don't
> instantly see my question posted.
>
> Regarding variance inflation factors: I just tried out
> the -collin- function for fun. Is there a generally
> accepted VIF value that should raise a red flag?... Or is
> this something that people argue about too? I seem to
> recall that VIF's above 10 are supposed to be bad,
> right?
>
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