[R] VIF threshold implying multicollinearity

[Collin Lynch]

The following sources discuss the issues generally and may be a goof
pointer to the literature on VIF.  Particularly the Schroeder paper.

@article{Yi:Evaluation,
   AUTHOR = {Youjae Yi},
   TITLE  = {On the Evaluation of Main Effects in Multiplicative
             Regression Models.},
   JOURNAL = {Journal of the Market Research Society},
   VOLUME  = {31},
   NUMBER  = {1},
   MONTH   = {January},
   YEAR    = {1989},
   PAGES   = {133-138}
}


@article{Gordon:Issues,
   AUTHOR  = {Robert A. Gordon},
   TITLE   = {Issues in Multiple Regression},
   JOURNAL = {American Journal of Sociology},
   VOLUME  = {73},
   NUMBER  = {5},
   MONTH   = {March},
   YEAR    = {1968},
   PAGES   = {592-616}
}


@misc{Lynch:Multicollinearity,
   author = {Scott M. Lynch},
   title  = {Multicollinearity},
   year   = {2003},
   url    = {\url{
http://www.princeton.edu/~slynch/soc504/multicollinearity.pdf}},
   note   = "[Online; accessed 11-October-2013]"
 }


@article{Schroeder:Multicollinearity,
   AUTHOR  = {Mary Ann Schroeder
               and Janice Lander
               and Stacey Levine-Silverman},
   TITLE   = {Diagnosing and Dealing with Multicollinearity},
   JOURNAL = {Western Journal of Nursing Research},
   VOLUME  = {12},
   NUMBER  = {2},
   YEAR    = {1990},
   PAGES   = {175-187}
}


@book{Afifi:Computer,
  AUTHOR    = {A. Afifi and V. Clark},
  TITLE     = {Computer-aided Multivariate Analysis},
  PUBLISHER = {Wadsworth, Belmont California},
  YEAR      = {1984}
}


On Sun, Jul 26, 2015 at 5:00 PM, Wensui Liu <liuwensui at gmail.com> wrote:

> Dear All
> I have a general question about VIF.
> While there are multiple rules of thumb about the threshold value of
> VIF, e.g. 4 or 10, implying multicollinearity, I am wondering if
> anyone can point me to some literature supporting these rules of
> thumb.
>
> Thank you so much!
> wensui
>
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