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What does this mean?? Does it mean some multicollinearity, like @Scortchi mentioned in this discussionthis discussion? Or does this mean overfitting? How to detect the problem? What shall I do now?

EDIT: As proposed by Scortchiproposed by Scortchi, I tried to use VIFuse VIF and I also get enormous values. What does this mean? See:

What does this mean?? Does it mean some multicollinearity, like @Scortchi mentioned in this discussion? Or does this mean overfitting? How to detect the problem? What shall I do now?

EDIT: As proposed by Scortchi, I tried to use VIF and I also get enormous values. What does this mean? See:

What does this mean?? Does it mean some multicollinearity, like @Scortchi mentioned in this discussion? Or does this mean overfitting? How to detect the problem? What shall I do now?

EDIT: As proposed by Scortchi, I tried to use VIF and I also get enormous values. What does this mean? See:

edited tags, fixed typo
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Scortchi
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What does this mean?? Does it mean some multicollinearity, like @Scortchi meantionedmentioned in this discussion? Or does this mean overfitting? How to detect the problem? What shall I do now?

What does this mean?? Does it mean some multicollinearity, like @Scortchi meantioned in this discussion? Or does this mean overfitting? How to detect the problem? What shall I do now?

What does this mean?? Does it mean some multicollinearity, like @Scortchi mentioned in this discussion? Or does this mean overfitting? How to detect the problem? What shall I do now?

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Tomas
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EDIT: As proposed by Scortchi, I tried to use VIF and I also get enormous values. What does this mean? See:

> require(HH)
> vif(cbind(ml, ad) ~ rok + obdobi + kraj + resid_usili2 + 
+         rok:obdobi + rok:kraj + obdobi:kraj + kraj:resid_usili2 + 
+         rok:obdobi:kraj)
                    rok              obdobinehn                 krajJHC                 krajJHM 
              50.281603         45075363.969712         15194580.406796         11362184.620230 
                krajLBK                 krajMSK                 krajOLK                 krajPAK 
         7567915.376763          5228018.864051         17105623.986998         10944471.683601
[... cut out ...]

EDIT: As proposed by Scortchi, I tried to use VIF and I also get enormous values. What does this mean? See:

> require(HH)
> vif(cbind(ml, ad) ~ rok + obdobi + kraj + resid_usili2 + 
+         rok:obdobi + rok:kraj + obdobi:kraj + kraj:resid_usili2 + 
+         rok:obdobi:kraj)
                    rok              obdobinehn                 krajJHC                 krajJHM 
              50.281603         45075363.969712         15194580.406796         11362184.620230 
                krajLBK                 krajMSK                 krajOLK                 krajPAK 
         7567915.376763          5228018.864051         17105623.986998         10944471.683601
[... cut out ...]
added 8 characters in body; edited title
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Tomas
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Source Link
Tomas
  • 6.2k
  • 14
  • 62
  • 106
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