Re: Multicollinearity in SPSS

Posted by David Marso on Aug 07, 2012; 5:35am
URL: http://spssx-discussion.165.s1.nabble.com/Multicollinearity-in-SPSS-tp1070043p5714604.html

Please begin a new thread rather than replying to a 6 year old one with a subject only tangentially related to your own query. Nabble gets the threading all wrong and the UGA archive is useless for navigational reasons.  What are the actual correlations?  Maybe create some plots so you can SEE what is going on.
Interactions are sometimes rather difficult to interpret without some visuals.

Almost Done wrote

Hey, guys! I might have a problem that might seem easy to you but it isn't for me. I'm doing a research about creative advertising and have to check for example whether the divergence (rated on a seven point Lickert scale) and relevance (rated the same) and the interaction between the two divergence*relevance has an effect on the attention that the respondents also rated on a 7 point lickert schale. So when I run a regression this is what I get:

                                               B             t                    sig
Constant                                 ,529         ,649 ,518
Divergence                              ,666         4,215            ,000  
Relevance                                ,573         2,275            ,024
Divergence*Relevance              -,091        -2,012           ,046

This seemed weird to me because divergence*relevance has a negative influence on the dependent variable attention. How can it be?
So I removed the Divergence*Relevance interaction, and this is what I got:

                                              B                 t              sig.
Constant                              1,892            4,113        ,000
Divergence                            ,398             4,622        ,000
Relevance                              ,090              1,167       ,245

So the B and significance changed drastically. I've tested for multicoliniarity using the VIF. The combination where the Divergence was the dependent variable (and independent : Divergence and Divergence*Relevance) was the one where VIF was greater than 5. All the other combinations were fine (VIF was either 1 or slighter greater than 1).

So my question is - what does that mean and how do I proceed? What do I have to do? And how should I explain that?