Under what mathematical assumptions about the way the regression data was generated does multicollinearity mean "the t-tests are no longer reliable"? -Dick Startz
On 7 Jun 2002 07:15:00 -0700, [EMAIL PROTECTED] (Mobile Survey) wrote: >"Abram Fridman" <[EMAIL PROTECTED]> wrote in message news:<ac15v6$lttec$1@ID- >> Now our statistical guru is telling me that I can throw my results >> >> away because variables are dependant: "If one of the fracture types >> >> goes all the way up, others go all the way down". I told him that >> >> I checked on multicollinearity by computing R^2 for each of >> >> variables described by all other variables as described in >You have not mentioned whether multicollinearity is present.It is good >to calculate the VIF for regressors by first calculating the R^2 from >the regression of one X on all other Xs. If the VIF>5, you have a >problem. the t-tests are no longer relaible. ---------------------- Richard Startz [EMAIL PROTECTED] Lundberg Startz Associates . . ================================================================= Instructions for joining and leaving this list, remarks about the problem of INAPPROPRIATE MESSAGES, and archives are available at: . http://jse.stat.ncsu.edu/ . =================================================================
