Date: Tue, 3 Feb 2009 09:36:57 -0500
Reply-To: "Buhi, Eric" <firstname.lastname@example.org>
Sender: "SPSSX(r) Discussion" <SPSSX-L@LISTSERV.UGA.EDU>
From: "Buhi, Eric" <email@example.com>
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?
Eric R. Buhi, MPH, PhD, CHES
Department of Community and Family Health
College of Public Health
University of South Florida
13201 Bruce B. Downs Blvd., MDC 56
Tampa, Florida 33612