Linked Questions

3
votes
0answers
6k views

How to interpret the variance inflation factors? [duplicate]

I have run a Poisson glm and I want to test for multicollinearity in my data. I have used the vif in R and obtained the following result. How can I interpret this? ...
6
votes
1answer
17k views

How to interpret R VIF function in CAR package?

I am using the vif function in the R package car to test for multicollinearity. I am a little confused at the output given. For example, I have 5 variables (x1, x2, ...
4
votes
1answer
8k views

Multicollinearity between two categorical variables

Is Variance inflation factor(VIF) also applicable in order to test multicollinearity in between two categorical variables? What is the use of the Spearman test? How to do this on R?
4
votes
0answers
8k views

How to diagnose multicollinearity using the output of vif function in R?

I am running a logistic regression in R and am attempting to determine if multicollinearity is a problem with my model. When I run vif() on my final model, I get <...
3
votes
1answer
3k views

How do I know what my VIF limits should be for collinearity should be when doing binary logistic regression?

Using SPSS, I have determined that for each of my IVs the VIF is between 1.2 to 5.1. How do I know what is a good cut off and what is a bad one? How is this determined? Is it relative to the number ...
2
votes
2answers
1k views

Logistic regression - High Correlation between Independent Variables

I am running a Logistic regression on 6 independent variables and running chisquare tests shows high degree of association between 4 independent variables. Most of the topics suggest running first uni-...
4
votes
0answers
2k views

Multicollinearity: How to convert GVIF^(1/(2df)) values to VIF

I am using the GVIF^(1/(2df)) method in my analyses to check for multicollinearity of my (mainly) categorical variables. However, I am struggling with the cut-off values. For the 'regular' VIF several ...
4
votes
0answers
2k views

What is the definition of the generalized variance inflation factors (GVIF)?

I am currently working on a statistical project at my school, in short, it is about finding the "best" linear regression model to explain the price of houses in a giving community. The model we have ...
3
votes
1answer
817 views

Detect multicollinearity in maximum likelihood scenarios

I'm estimating a binary logit discrete choice model with BIOGEME and want to check for multicollinearity of my predictors. BIOGEME uses maximum likelihood estimation (MLE) and not ordinary least ...
2
votes
0answers
747 views

Feature Selection with Categorical Variables: Multicollinearity and Statistical Significance

Building a logistic regression model with three categorical features and one continuous. For simplicity, let's say I have the following features and variables: ...
1
vote
0answers
343 views

Why VIF is calculated on every value of a predictor in R?

I'm currently working on a logistic regression model and I wanted to pinpoint the VIF for every predictor inside the model. I've found that packages 'car' and 'HH' have the same vif function, so I ...
2
votes
0answers
299 views

Multicollinearity between predictors used to simulate data?

I have simulated a dataset containing individual level variables that results from two processes. In the first process there is a selection of individuals according to one variable, say "indQual". ...
1
vote
1answer
68 views

VIF scores for ordinal independent variables

I suspected there was a high degree of multicollinearity in the independent variables of my data. Each of these variables is ordinal. The original model is ...
0
votes
0answers
46 views

Including multiple categorical predictors that are not independent in linear regression

I'm working with a model where we are studying a marker for a disease as well as risk factors, demographic variables, and related conditions. Marker: Marker concentration (continuous) Age: continuous ...
2
votes
0answers
39 views

Assessing potential multicollinearity for various model types meant for causal inference [duplicate]

I was wondering if, in the case where I use the same set of predictors for different kind of models (e.g. ANOVA, Poisson GLM, logistic regression...), VIF values for each predictor would be similar ...