Date: Wed, 7 Sep 2005 08:54:32 -0500
Reply-To: Anthony Babinec <email@example.com>
Sender: "SPSSX(r) Discussion" <SPSSX-L@LISTSERV.UGA.EDU>
From: Anthony Babinec <firstname.lastname@example.org>
Subject: Re: Collinearity Statistics
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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.
From: SPSSX(r) Discussion [mailto:SPSSX-L@LISTSERV.UGA.EDU] On Behalf Of
Sent: Wednesday, September 07, 2005 4:46 AM
Subject: Collinearity Statistics
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
I will be very appreciate if you support your answers with some references.
thanks in advance
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