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https://issues.apache.org/jira/browse/MATH-857?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
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Marios Michaelidis updated MATH-857:
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Attachment: FOR TOLERANCE.rar
I am uploading this .Rar file that includes:
1)the R code to generate the Vif and tolerance labelled as R CODE.txt.
2) The Code and the results for R together (The output I had when I ran them)
in R OUTPUT.txt
3) 3 screenshots with the exact same data matrix from SPSS. follow this
sequence, Matrix in SPSS.JPG--> prepare for regerssion.JPG --> results of vif
and Tolerance.JPG,
4) A test class, labelled as test class for java.txt that uses the
Multicolinearity.JAVA class(renamed from VIF_Tolerance)
5) The Multicolinearity class included in the regerssion package.
If there is anything else that I need to do, please let me know.
Regards
> Include a VIF and TOLERANCE check for a 2 dimensional double array, to
> determine variables that cause multi-colinearity issues and should be
> excluded from the models
> ---------------------------------------------------------------------------------------------------------------------------------------------------------------------
>
> Key: MATH-857
> URL: https://issues.apache.org/jira/browse/MATH-857
> Project: Commons Math
> Issue Type: New Feature
> Affects Versions: 3.0
> Environment: can apply to all operating systems
> Reporter: Marios Michaelidis
> Priority: Minor
> Labels: build, test
> Fix For: 3.1
>
> Attachments: FOR TOLERANCE.rar, VIF_Tolerance.txt
>
> Original Estimate: 48h
> Remaining Estimate: 48h
>
> Multicollinearity is a statistical phenomenon in which two or more predictor
> variables in any multiple regression model are highly correlated. Tolerance
> and VIF are checks that allows to avoid optimization failes due to "inability
> to converge". Most of the times, the major packages (SAS, SPSS etc), have a
> check prior to running the model and they exclude variables that might cause
> these kind of problems. It is quite a useful tool to be in common maths.
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