[R] Problem about collinearity diagnosis
frank.chiang
frank.chiang86 at gmail.com
Sun Apr 1 11:40:21 CEST 2012
Hi,
I try to calculate condition indexes and variance decomposition proportions
in order to test for collinearity using colldiag() in perturb package, I got
a large index and two variables with large variance decomposition
proportions,but one of them is constant item.I also checked the VIF for that
variable, the value is small.The result is as follows:
Index intercept V1 V2
163.54 0.97 0.81 0.16
VIF(V1)=1.4
V1,V2 are two variables with largest variance decomposition proportions.
I haven't got the Belsley's book, and don't quite understand what's the
meaning of collinearity between
intercept and one variable.If that's the case, how to deal with it? Discard
the V1 variable? Anyone can
give me some suggestions?Thanks
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