Dear All I have a general question about VIF. While there are multiple rules of thumb about the threshold value of VIF, e.g. 4 or 10, implying multicollinearity, I am wondering if anyone can point me to some literature supporting these rules of thumb.
Thank you so much! wensui ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
