1. C

    Standardize one predictor variable or all predictor variables to solve multi-collinearity

    I was using a fixed-effects panel model with interaction effects when I realized that the VIF values are too high for some variables. I was advised to standardize the predictor variables to mitigate multi-collinearity. My question is that can I standardize just 1 predictor variable or must I...
  2. A

    Test for Multicollinearity

    Hello Talk Stats Forum! I am working on building a Predictive Model using the binary logistic regression and LASSO logistic regression. In order to apply these models on some real data set I am using R software. Before performing such a model I am testing for multicollinearity and will remove...
  3. M

    Variance Inflation Factor

    Hej, I am checking for multicollinearity. And I cant find on the web when having the outpur from R commander, on which I have to look to identify collinearity? -GVIF- or -df- or -GVIF^2(1/(2*Df))- Thanks for the help.
  4. S

    Implementing a VIF test on Panel Data in R

    I'm currently writing my thesis about the performance of Ethical Companies. I'm runnning a Fama Macbeth Cross Sectional Regression as in the picture attached. The problem is that ESG score is correlated with Firm Size, and when I include firm size the alpha(1) changes a lot (turns from...
  5. E

    Automating VIF calculation on mutliple linear models

    I came up with this code to calculate VIF for variables for each model I am evaluating displayvif<-function(x){ for (i in 1:length(x)) vif(x[[i]]) } where x is models<-lapply(d1,function(data){lm(reformulate(termlabels=".",response=names(data)[1]),data)}) and where d1...
  6. C

    Does SPSS VIF take into account multicollinerity involving intercept?

    I am trying to find out whether multicollinearity involving the intercept is taken into account in SPSS' calculation of the VI in the REGRESSION procedure. I was unable to find an explanation in the official SPSS resources as to how SPSS calculates the VIF. The Command Syntax reference only...
  7. P

    Bizarre multicollinearity (inferred from VIF) in regression

    I'm really confused about why I have such high VIFs in a multiple regression I've run. My predictors are country (2 different countries, so -1 and 1), religiosity, and political engagement, and I'm looking at how my three predictors and their various interactions predict an outcome variable...
  8. M

    Logistic regression detection of multicollinearity- is VIF applicable?

    I have a model with a dichotomous DV and IVs both continuous/numerical and dichotomous. I checked for collinearity with Pearson. How do I check for multicollinearity in logistic regression? Could I follow the procedure of rotating my IVs as DVs one at a time against the remaining IVs, and...
  9. E

    Variance inflation and interactions between variables?

    Hello everyone I am having trouble interpreting some of my results. I am using logistic regression to infer a model based on measured data. Some of my explanatory variables are continuous (e.g. temperature [°C]) and some are categorical (e.g. time of day [night, morning, day, afternoon...
  10. I

    Multiple Regression: How to obtain VIF values from correlation coefficient

    I understand that VIF = 1 / (1-R^2) If I only have the parameter estimates table with the intercept, X1, and X2 and also the correlation coefficient between X1 and X2, how can I calculate VIF for X1 and X2?