Dear Colleagues,
Recently, I carried out multiple-linear-regression analysis and found
that there may be colliearity in model. When I performed Collinearity
Diagnostics, Tolerance, VIF and Condition Index would be given. I
have heard that both Tolerance and VIF should be close to 1 If there
is no collinearity. I would be very grateful if you could tell me
what are about values for these diagnostic criterias, eg, condition
index < sqrt (1000) means little collinearity.
I am looking forward to hearing from your great help.
With best wishes.
Dr R Chen
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