Understanding and Identifying Multicollinearity in Regression using SPSS

This video explains multicollinearity and demonstrates how to identify multicollinearity among predictor variables in a regression using SPSS. Correlation, tolerance, and variance inflation factor (VIF) are reviewed.

[GChan]

I have been watching some of your videos about narcissism recently. Independently I needed to research videos for my statistics exam, came across this video and thought "that voice is familiar..."

Thank you for your help in understanding narcissists as well as statistics!

[MHlifestyle_]

Sir, your videos are very helpful, i appreciate your effort.

[douglaswilliams]

These helped me get my head around the multiple regression analysis I am doing in my dissertation. Thanks for posting these.

[kosalaudugahapattuwa]

Very useful to understand the Multimillionearity in Regression and Thanks.

[lindenmueller]

Hahaha.... "Now the depression and hopelessness variables..."
Your choice of variables lends some dry humor to what is also a helpful tutorial. Thank you!

[dimuthpeiris]

Thank you very much, Dr Grande. In logistic regression, if many of the input variables are either yes or no is it necessary to run colinearity assessment before running the regression analysis

[dubegemeda]

Hi Dr. Thank u very. I have got alot of information from your video.

[aycaakdilsonmez]

Hi. Thank you for the explanation. What if we are dealing with latent variables, such as perceived image, which contains 5 separate observed variables and customer trust, which contains 6 separate observed variables? Shall we treat latent variables the same as observed variables in order to solve collinearity problem?

[abebemenberu]

Dear Dr. Grande, I have data for a model comprising of multiple IV, mediating variables and multiple dependent variables. How do I compute multicollinearity? Thank you very much.

[debbiekane]

Thanks you! Very easy to understand the way you explained it.

[jirir]

Thanks for your videos man. But I do have a question. I have multicolli but I dont want to leave the variable out of it, I want to correct this. Is this possible by using a dummy for this variable?

[talkiteasy]

Thank youuuu doctor!! But please what does it mean when two independent variables have the same VIF and tolerance!? I will be grateful if you answer me! It's kinda urgent

[Ashtangi]

Hi Dr. Grande, thank you so much for this awesome video and explanation. I'd like to reference you, but youtube isn't the most reliable scientific source. Have you published this information anywhere? Thank you!

[oracklemaeene]

Thank you very much for this helpful video. Given the different cut-offs for VIF (2, 3 or 10) that are used, have you got a source of information that states which cut-off would be most appropriate? Also, are eigenvalues useful in detecting multicollinearity? If yes, how should they be interpreted?

[jameslambert]

Firstly: This video is really helpful - thank you!

What should I do if my eigenvalues (from the Collinearity Diagnostics table) disagree with the tolerance and VIF? I have four predictors, each with VIF < 2 and tolerance < .66. This would suggest no multicollinearity. However, a couple of the eigenvalues are very close to 0, which would suggest multicollinearity.

[quitatate]

Dr. Grande,

Can you solve multicollinearity issues using the stepwise regression method?

[nadimbader]

Hi
First, thank you for explaining multicollinearity
In my case, i have 8 independent variables and here is the Coefficients table.

Model Collinearity Statistics
Tolerance VIF
var1 .186 5.374
var2 .487 2.055
var3 .325 3.081
var4 .150 6.679
var5 .344 2.911
var6 .358 2.790
var7 .542 1.844
var8 .707 1.414

Based on this table, I removed var4 from the Linear Regression model.
Before removing it, the R-square value was 0.277, but after removing var4 the R-Square value become 0.266.

Is that ok? should I keep var4 variable or not?
Can you please explain this?

Regards,
Nadeem Bader

[thawornlorga]

Great values. Thank you very much for the video

[carmenpower]

Thank you so much for making it so simple to understand

[avinkothari]

Sir, could you give us the link to data so we can practise it?