st: multicollinearity stcox

["DeMichele, Matthew" <mdemichele@rti.org>]

Dear Statalist:
Looking for a bit of guidance regarding multicollinearity protocols
following stcox. I am running analyses on three split samples of 10,002
(50%, 25%, and 25%) and don't see major problems with t-tests and
f-tests within the overall models. But, I do have variables that have
correlations in the region of .69 to .73. I've seen some suggestion that
up to r=.8 is acceptable. This seems a bit high to me. So, following the
stcox I've run collin with IVs. Here, I am using VIF of less than 10
(which they're nowhere close ) and tolerance of <.4 (which there are
some in the .35 region). The condition numbers are in the 12-19 range
(with the 19 being a bit high). 

I have two questions (assuming this is enough information for people to
answer): 1. Do my assumptions mentioned above sound reasonable related
to identifying multicollinearity? And, are there any suggestions about
alternative cutoffs? 2. I've also calculated a correlation matrix of the
coefficients (vce, corr). Are there suggested cutoffs?

Thank you,
Matthew 


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