I have a linear model y~x1+x2 of some data where the
coefficient for
x1 is higher than I would have expected from theory
(0.7 vs 0.88)
I wondered whether this would be an artifact due to x1
and x2 being correlated despite that the variance
inflation factor is not too high (1.065):
I used
Manuel,
The problem you describe does not sound like it is due to
multicolinearity. I state this because you variance inflation factor is
modest (1.1) and, more importantly, the correlation between your
independent variables (x1 and x2) is modest, -0.25. I suspect the
problem is due to one, or
why not use vif command (from car library) to caculate the VIF to help you
assess is a collinearity is infulential?
I have never seen any book dealling with this topics by perturbation analysis.
the VIF,tolerance,principal component analysis are the tools dealing with
collinearity.you can get
