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Date:         Tue, 3 Feb 2009 09:36:57 -0500
Reply-To:     "Buhi, Eric" <ebuhi@health.usf.edu>
Sender:       "SPSSX(r) Discussion" <SPSSX-L@LISTSERV.UGA.EDU>
From:         "Buhi, Eric" <ebuhi@health.usf.edu>
Subject:      tolerance
Content-Type: multipart/alternative;

Can anyone clarify how to interpret "tolerance" when investigating multicollinearity?

Tabachnick and Fidell (Using Multivariate Statistics, 2007) note that "even tolerances as high as .5 or .6 may pose difficulties in testing and interpreting regression coefficients" (p. 125). However, G. David Garson notes on his Statnotes: Topics in Multivariate Analysis site: "The higher the intercorrelation of the independents, the more the tolerance will approach zero. As a rule of thumb, if tolerance is less than .20, a problem with multicollinearity is indicated" (http://faculty.chass.ncsu.edu/garson/PA765/regress.htm#toleranc). So, does a high tolerance value equate to multicollinearity or is it that a lower tolerance value equates to multicollinearity?

Thanks!

Eric R. Buhi, MPH, PhD, CHES Assistant Professor Department of Community and Family Health College of Public Health University of South Florida 13201 Bruce B. Downs Blvd., MDC 56 Tampa, Florida 33612 Phone: 813-974-5290 ebuhi@health.usf.edu<mailto:ebuhi@health.usf.edu> http://publichealth.usf.edu/cfh/


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