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st: multicollinearity VIF vs condition number
From
"Yujin Jeong" <[email protected]>
To
<[email protected]>
Subject
st: multicollinearity VIF vs condition number
Date
Thu, 8 Jul 2010 09:38:28 -0400
I would appreciate to learn any potential reasons of why condition number
indicates serious multicollinearity (over 30), while individual and mean
VIFs indicate no evidence.
Thank you,
Yujin
SQRT Eigenval Cond.Index
Var VIF VIF Tolerance 1 5.618 1.000
v1 1.04 1.02 0.965 2 1.701 1.818
v2 1.21 1.10 0.828 3 1.627 1.858
v3 1.15 1.07 0.871 4 1.136 2.224
v4 1.48 1.22 0.675 5 1.068 2.294
v5 1.80 1.34 0.556 6 1.009 2.360
v6 7.02 2.65 0.142 7 0.907 2.489
v7 2.19 1.48 0.457 8 0.612 3.031
v8 1.53 1.24 0.652 9 0.584 3.103
v9 1.70 1.30 0.589 10 0.538 3.231
v10 1.83 1.35 0.548 11 0.377 3.861
v11 4.29 2.07 0.233 12 0.329 4.136
v12 4.50 2.12 0.222 13 0.260 4.650
v13 1.62 1.27 0.616 14 0.198 5.332
v14 1.61 1.27 0.623 15 0.033 13.039
v15 1.29 1.14 0.775 16 0.006 31.578
Mean VIF 2.28 Condition Number 31.578
Description: Binary data