Date: Sat, 3 Feb 2007 08:50:55 -0600
Reply-To: "Peck, Jon" <firstname.lastname@example.org>
Sender: "SPSSX(r) Discussion" <SPSSX-L@LISTSERV.UGA.EDU>
From: "Peck, Jon" <email@example.com>
Subject: Re: Collinearity
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Bear in mind that the Tolerance statistic IS just 1 - R sq of each regressor on all the others. And Partial Correlations will also be helpful in going beyond that summary structure.
> I would not call this quick and dirty - more like quick and very neat!
> Art said:
> A very quick and dirty way to locate which variables are involved in the
> problem is to pretend that all of the x variables are items in a scale
> and run RELIABILITY.
> This procedure shows you the SMC - squared multiple correlation- of each
> variable with the other variables. It also shows you the corrected
> item-total correlation, the correlation of each item with the sum of the
> other items. Items that have SMCs (R**2s) of 1.00 have perfect
> redundancy. The column of SMCs shows the fit of all possible regressions
> of each variable in the set with all other variables in the set. The
> SMCs tells you the degree to which variables are collinear (redundant)
> with the other variables in the set.
> For personalized and professional consultation in statistics and research design, visit