Karen Scheltema wrote in message <[EMAIL PROTECTED]>... >What is the usual cutoff for saying the VIF is too high? I don't see that there can be any general criterion for saying that a VIF is too large. A large value indicates collinearity between predictor variables. In some fields, this cannot be avoided. I have one set of set for which most of the VIFs are in excess of a million. The data are from NIR spectroscopy, where this is unavoidable. If you do have large VIFs then make sure that your least-squares software uses some form of orthogonal reduction. If it uses the normal equations, and hence squares the condition number, then you could be in trouble. > >Karen Scheltema, M.A., M.S. >Statistician >HealthEast >1700 University Ave W >St. Paul, MN 55104 >(651) 232-5212 fax: (651) 641-0683 > -- Alan Miller, Retired Scientist (Statistician) CSIRO Mathematical & Information Sciences Alan.Miller -at- vic.cmis.csiro.au http://www.ozemail.com.au/~milleraj http://users.bigpond.net.au/amiller/ =========================================================================== This list is open to everyone. Occasionally, less thoughtful people send inappropriate messages. Please DO NOT COMPLAIN TO THE POSTMASTER about these messages because the postmaster has no way of controlling them, and excessive complaints will result in termination of the list. For information about this list, including information about the problem of inappropriate messages and information about how to unsubscribe, please see the web page at http://jse.stat.ncsu.edu/ ===========================================================================
