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Date:         Wed, 7 Sep 2005 08:54:32 -0500
Reply-To:     Anthony Babinec <>
Sender:       "SPSSX(r) Discussion" <SPSSX-L@LISTSERV.UGA.EDU>
From:         Anthony Babinec <>
Subject:      Re: Collinearity Statistics
Comments: To: Omar Farook <>
In-Reply-To:  <>
Content-Type: text/plain; charset="us-ascii"

A standard reference is Belsley, Kuhl, and Welch's book on regression diagnostics. Another is Peter Kennedy's Guide to Econometrics, 5th edition. Your reported tolerances sound large enough and your reported VIFs sounds small enough so that there is little suggestion of multicollinearity.

Anthony Babinec

-----Original Message----- From: SPSSX(r) Discussion [mailto:SPSSX-L@LISTSERV.UGA.EDU] On Behalf Of Omar Farook Sent: Wednesday, September 07, 2005 4:46 AM To: SPSSX-L@LISTSERV.UGA.EDU Subject: Collinearity Statistics

Dear Friends.

I have a multiple regression model consist of 7 independent variables.

the tolerance figures between 0.435 & 0.806 & the VIF six values between 1.241 & 1.956 & one is 2.300.

are there any evidence from the figures above that the model suffering from multicollinearity problem?

I will be very appreciate if you support your answers with some references.

thanks in advance


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