SPSS Statistics

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  • 1.  Collinearity Diagnostics: Condition Index Threshold Values

    Posted Thu March 09, 2023 12:30 PM

    From  https://www.ibm.com/docs/en/spss-statistics/23.0.0?topic=sales-collinearity-diagnostics 

    (https://web.archive.org/web/20211009091735/https://www.ibm.com/docs/en/spss-statistics/23.0.0?topic=sales-collinearity-diagnostics, respectively): 

    "The collinearity diagnostics confirm that there are serious problems with multicollinearity. Several eigenvalues are close to 0, indicating that the predictors are highly intercorrelated and that small changes in the data values may lead to large changes in the estimates of the coefficients.

    The condition indices are computed as the square roots of the ratios of the largest eigenvalue to each successive eigenvalue. Values greater than 15 indicate a possible problem with collinearity; greater than 30, a serious problem. Six of these indices are larger than 30, suggesting a very serious problem with collinearity." 


    Is there a more accessible and scientifically citable source for the underlined part? A tutorial without the „Product version no longer published" dead end would suffice, however a scientific source in the narrower sense would be preferred.




  • 2.  RE: Collinearity Diagnostics: Condition Index Threshold Values

    Posted Thu March 09, 2023 03:30 PM

    A statistician replied with this link.



    ------------------------------
    Rick Marcantonio
    Quality Assurance
    IBM
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  • 3.  RE: Collinearity Diagnostics: Condition Index Threshold Values

    Posted Thu March 09, 2023 04:24 PM
    Great, thank you!