DataLab is a compact statistics package aiming at exploratory data analysis. Please visit the DataLab Web site for more information.... 
Home Features of DataLab Mathematical/Statistical Analysis Modelling Multiple Regression Detection of Multicollinearities  
See also: MLR  Multiple Linear Regression, Variable Selection, VarInflatFactor


Detection of Multicollinearities
The command Math/Multiple Regression/Detection of Multicollinearities... (toolbar button ) supports the detection of multicollinearities by means of the variance inflation factor (VIF). The user has to select the variables to be included by ticking off the corresponding check boxes. In general one starts with the selection of all variables, and proceeds by successively deselecting variables showing a high VIF. Ideally, the VIF values should be below 10. The selected variables can be transfered to the MLR window by clicking the button.
