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Results tagged with multicollinearity
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user 22008
Situation when there is strong linear relationship among predictor variables, so that their correlation matrix becomes (almost) singular. This "ill condition" makes it hard to determine the unique role each of the predictors is playing: estimation problems arise and standard errors are increased. Bivariately very high correlated predictors are one example of multicollinearity.
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Difference between Variance Inflation Factor (VIF) and kappa in R?
I am running a regression analyis in r:
fit <- lm(Cost ~ Slope + YardDist, data = test)
I want to test the two independent variables for multicollinearity. … > vif(fit)
Slope YardDist
1.000121 1.000121
> kappa(fit)
[1] 11631.87
VIF tells me there is no multicollinearity and kappa tells me there is very high multicollinearity. …
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