[Openspace] MULTICOLLINEARITY CONDITION NUMBER

John Heppen john.heppen at uwrf.edu
Tue Nov 20 13:01:38 CST 2007


I faced a similar problem in that I was told that 1.00000001 was extreme 
multicollinearity. I communicated with Julia about this and it was 
determined that it was a bug in my case since I was using factor scores 
as my independent variables and I ran correlations between my indy 
variables which found no correlation . I would believe that your number 
is low. What you could do is run a correlation between your indy 
variables in SPSS or something similar to determine multicollinearity.

John

Agustin Lobo wrote:
> I've got the follwing result in OLS:
>
> MULTICOLLINEARITY CONDITION NUMBER   6.593551
>                                       (Extreme Multicollinearity)
> Is this not a bug? Is not this value actually quite low?
>
>
> Thanks
>
> Agus

-- 
John Heppen
Contact Information
www.uwrf.edu/~john.heppen/



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