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Date:         Tue, 8 Mar 2011 07:08:41 -0800
Reply-To:     Bruce Weaver <bruce.weaver@hotmail.com>
Sender:       "SPSSX(r) Discussion" <SPSSX-L@LISTSERV.UGA.EDU>
From:         Bruce Weaver <bruce.weaver@hotmail.com>
Subject:      Re: Multicoliniarity
In-Reply-To:  <E608FB96900AC4C238D2E8B2@mppc-0038.campus.bath.ac.uk>
Content-Type: text/plain; charset=us-ascii

That kind of multicollinearity will largely go away if you center your variables on some plausible in-range value before computing the product terms.

Many people center on the mean in knee-jerk fashion. But you do not have to center on the mean--the value you use is arbitrary. The mean changes from sample to sample, so if you mean-center, you are centering on a different value every time. If instead you pick a nice round value near the mean, and use it in every analysis, you have much better comparability across data sets. (Another option I like is centering on a value near the minimum so that the intercept gives the fitted value for someone near the minimum on that variable.)

David Moore-10 wrote: > > Dear Listers, > > I am hoping that someone might be able to help with a problem I am having. > I am running a few regression models at the moment and an wondering about > multicoliniarty, I believe from what I've read that ideally we need a VIF > <10? this is ok for the first stage of our model however at a second stage > we have entered some interaction terms (created from the first stage of > the > model) understandably these correlate highly with some of the other > variables (as they are products of these) resulting in VIF's as high as 40 > what does this mean for the analysis, can we continue or is there > something > I am missing. > > Best > David > > ===================== > To manage your subscription to SPSSX-L, send a message to > LISTSERV@LISTSERV.UGA.EDU (not to SPSSX-L), with no body text except the > command. To leave the list, send the command > SIGNOFF SPSSX-L > For a list of commands to manage subscriptions, send the command > INFO REFCARD >

----- -- Bruce Weaver bweaver@lakeheadu.ca http://sites.google.com/a/lakeheadu.ca/bweaver/

"When all else fails, RTFM."

NOTE: My Hotmail account is not monitored regularly. To send me an e-mail, please use the address shown above.

-- View this message in context: http://spssx-discussion.1045642.n5.nabble.com/Multicoliniarity-tp3413936p3414065.html Sent from the SPSSX Discussion mailing list archive at Nabble.com.

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