[R] how to use condition indexes to test multi-collinearity

frank.chiang frank.chiang86 at gmail.com
Tue Apr 3 05:47:11 CEST 2012


Dear Users,
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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