[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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