In my multiple linear regression model, all of my explanatory variables have a VIF score, lower then 3, but the highest condition index is 709. The constant and one of the explanatory variables have 1.00 variance proportion values for this condition index.

What does this mean?

According to the VIF values, my model doesn't have a multicollinearity problem, but I don't know what to do with this high condition index and 1.0 variance proportions.

  • $\begingroup$ You need to form your condition indexes after dropping the intercept. Did you do that? $\endgroup$ Nov 8 '14 at 17:38
  • $\begingroup$ If I drop the intercept it becomes ca. 31. If I drop the other variable with 1.0 variance proportion, it becomes 25. $\endgroup$
    – user137425
    Nov 8 '14 at 17:49
  • $\begingroup$ How many variables do you have in your design matrix? $\endgroup$ Nov 8 '14 at 18:04
  • $\begingroup$ I have 5 variables. $\endgroup$
    – user137425
    Nov 8 '14 at 18:19
  • $\begingroup$ Hmmm, 31 is big w/ 5 variables. Are any of them factors / categorical variables w/ multiple levels? $\endgroup$ Nov 8 '14 at 18:22

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