Re: Multicollinearity in SPSS

Posted by zstatman on Aug 01, 2006; 8:28pm
URL: http://spssx-discussion.165.s1.nabble.com/Multicollinearity-in-SPSS-tp1070043p1070048.html

Yes, you found a very helpful site

Your question has a lot of implications so not really an easy answer without actually having the data to review with you. If you want, contact me directly.

WMB
Statistical Services

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On 8/1/2006 3:15:23 PM, Love (sent by Nabble.com) ([hidden email]) wrote:

> Hi guys,
>
> I just found about this forum today and I am really happy for that. I am
> writing a PhD thesis and could not get much help from my advisor so far.
> I have a dataset with categories to run a logistic regression. However, i
> want to check for multicollinearity before I run the log. regression. A
> book
> on SPSS says  to run a linear regression and ignore the rest of the ouput
> but focus on the Coefficients table and the columns labelled collinearity
> Statistics. My questions are:
>
> The correlation between two variables ( fathers’ Spanish origin and
> mother’s
> Spanish origin) is -0.714. Another warning sign, the Pearson correlation
> between these variables also suggests multicollinearity (Pearson
> correlation
> of 0.808). However I am not sure if tolerance value is small enough to
> raise
> concern (0.293) or the VIF is  higher than the cut-off point advisable for
> a
> logistic regression (3.416). Some researchers say the cut-off for the
> tolerance is 0.1 or 0.2 and the VIF is 4, but one book says
> "Values of VIF
> exceeding 10 are often regarded as indicating multicollinearity, but in
> weaker models, which is often the case in logistic regression, values above
> 2.5 may be a