On Tue, 30 May 2000 22:12:11 -0400 (EDT), Donald F. Burrill wrote: >On 31 May 2000, Vmcw wrote: > >> >>It is 10. I hope, you are talking about Variance Inflation Factor. >> >>More than 10 indicates severe multicollinearity. > >> >And where does this magic number come from? :) > > One place I have seen the magic number referenced is in Besley, Kuh, and Welsh, _Regression Diagnostics_. This is an excellent reference. Also, Belsley's _Conditioning Diagnostics_. Best, Alan =========================================================================== 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/ ===========================================================================
