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2017年8月11日 星期五

迴歸方程式多元共線VIF

A tolerance of less than 0.20 or 0.10 and/or a VIF of 5 or 10 and above indicates a multicollinearity problem (but see O'Brien 2007).
O'Brien, Robert M. 2007. "A Caution Regarding Rules of Thumb for Variance Inflation Factors," Quality and Quantity 41(5)673-690