Displaying 8 results from an estimated 8 matches for "belsley".
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belley
2003 Jul 23
6
Condition indexes and variance inflation factors
Has anyone programmed condition indexes in R?
I know that there is a function for variance inflation factors
available in the car package; however, Belsley (1991) Conditioning
Diagnostics (Wiley) notes that there are several weaknesses of VIFs:
e.g. 1) High VIFs are sufficient but not necessary conditions for
collinearity 2) VIFs don't diagnose the number of collinearities and 3)
No one has determined how high a VIF has to be for the collinearity...
2009 Jul 21
2
Collinearity in Linear Multiple Regression
Dear all,
How can I test for collinearity in the predictor data set
for multiple linear regression.
Thanks
Alex
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2012 Apr 03
1
how to use condition indexes to test multi-collinearity
...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
--
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2013 Oct 10
1
Replacing the Random Number Generator in Stand Alone Library
...done? Or
is it just a historical carry-over (pun intended I suppose).
Warm wishes,
Nigel
********************
Research Fellow
Massachusetts General Hospital / Broad Institute
Book link:
http://thenigerianprofessionalaccountant.files.wordpress.com/2013/04/handboo
k-of-computational-econometrics-belsley.pdf
2004 Jun 11
4
Regression query
Hi
I have a set of data with both quantitative and categorical predictors.
After scaling of response variable, i looked for multicollinearity (VIF
values)
among the predictors and removed the predictors who were hinding some of the
other significant
predictors. I'm curious to know whether the predictors (who are not
significant)
while doing simple 'lm' will be involved in
2008 Oct 19
2
definition of "dffits"
R-users
E-mail: r-help@r-project.org
Hi! R-users.
I am just wondering what the definition of "dffits" in R language is.
Let me show you an simple example.
function() {
library(MASS)
xx <- c(1,2,3,4,5)
yy <- c(1,3,4,2,4)
data1 <- data.frame(x=xx, y=yy)
lm.out <- lm(y~., data=data1, x=T)
lev1 <- lm.influence(lm.out)$hat
sig1 <-
2010 Mar 31
2
interpretation of p values for highly correlated logistic analysis
Dear list,
I want to perform a logistic regression analysis with multiple
categorical predictors (i.e., a logit) on some data where there is a
very definite relationship between one predicator and the
response/independent variable. The problem I have is that in such a
case the p value goes very high (while I as a naive newbie would
expect it to crash towards 0).
I'll illustrate my problem
2002 Nov 05
2
Which columns give rise to linear dependency?
Short version
If I have a data frame X and I suspect
that there is a dependency between
the columns how do I confirm that,
and how do I tell which subset of columns
is involved?
==================================
Long version
A colleague had been trying to use
the SPSS RELIABILITY procedure.
It told her that the determinant of the
matrix was small. She asked me what that meant
and I told her