Dear Frank, The idea of collinearity with the intercept never made a whole lot of sense to me, unless one entirely assimilates the notion of collinearity with numerical instability, rather than thinking about it as the difficulty of separating different partial relationships. In any event, variables with values far from 0, where the ratio of the largest to smallest value is close to 1, will be "collinear with the intercept." Thus, a way of dealing with the problem, if you think it's a problem, is to centre the variables at their means.
I hope this helps, John -------------------------------- John Fox Senator William McMaster Professor of Social Statistics Department of Sociology McMaster University Hamilton, Ontario, Canada http://socserv.mcmaster.ca/jfox > -----Original Message----- > From: r-help-boun...@r-project.org [mailto:r-help-bounces@r- > project.org] On Behalf Of frank.chiang > Sent: April-02-12 11:47 PM > To: r-help@r-project.org > Subject: [R] how to use condition indexes to test multi-collinearity > > Dear Users, > I try to calculate condition indexes and variance decomposition > proportions in order to test for collinearity using colldiag() in > perturb package, I got a large index and two variables with large > variance decomposition proportions,but one of them is constant item.I > also checked the VIF for that variable, the value is small.The result > is as follows: > > Index intercept V1 V2 > 163.54 0.97 0.81 0.16 > > VIF(V1)=1.4 > > V1,V2 are two variables with largest variance decomposition > proportions. > > I haven't got the Belsley's book, and don't quite understand what's > the meaning of collinearity between intercept and one variable.If > that's the case, how to deal with it? Discard the V1 variable? Anyone > can give me some suggestions?Thanks > > -- > View this message in context: http://r.789695.n4.nabble.com/how-to-use- > condition-indexes-to-test-multi-collinearity-tp4527740p4527740.html > Sent from the R help mailing list archive at Nabble.com. > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting- > guide.html > and provide commented, minimal, self-contained, reproducible code. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
