Variance Inflation Factor: As a Condition for the Inclusion of Suppressor Variable(s) in Regression Analysis
Variance Inflation Factor: As a Condition for the Inclusion of Suppressor Variable(s) in Regression Analysis作者机构:Department of Mathematics Ahmadu Bello University Zaria Nigeria
出 版 物:《Open Journal of Statistics》 (统计学期刊(英文))
年 卷 期:2015年第5卷第7期
页 面:754-767页
学科分类:1002[医学-临床医学] 100214[医学-肿瘤学] 10[医学]
主 题:Suppression Effect Multicollinearity Variance Inflation Factor (VIF) Regression and Correlation Stepwise Selection
摘 要:Suppression effect in multiple regression analysis may be more common in research than what is currently recognized. We have reviewed several literatures of interest which treats the concept and types of suppressor variables. Also, we have highlighted systematic ways to identify suppression effect in multiple regressions using statistics such as: R2, sum of squares, regression weight and comparing zero-order correlations with Variance Inflation Factor (VIF) respectively. We also establish that suppression effect is a function of multicollinearity;however, a suppressor variable should only be allowed in a regression analysis if its VIF is less than five (5).