这个多重共线性的诊断结果怎么看?方差膨胀因子VIP怎么才算是共线性?
collin r_salary profit_s tax_sale lk age lp_pro adverti1 r_capital r_train tuoqian outs
> ourc newpro_s r_d jzd10 multi demand butie_x ex loan
(obs=545727)
Collinearity Diagnostics
SQRT R-
Variable VIF VIF Tolerance Squared
----------------------------------------------------
r_salary 1.11 1.05 0.9010 0.0990
profit_s 1.19 1.09 0.8394 0.1606
tax_sale 1.32 1.15 0.7598 0.2402
lk 1.55 1.25 0.6441 0.3559
age 1.04 1.02 0.9577 0.0423
lp_pro 1.28 1.13 0.7793 0.2207
adverti1 1.01 1.01 0.9881 0.0119
r_capital 1.21 1.10 0.8274 0.1726
r_train 1.02 1.01 0.9821 0.0179
tuoqian 1.04 1.02 0.9660 0.0340
outsourc 1.24 1.11 0.8093 0.1907
newpro_s 1.08 1.04 0.9300 0.0700
r_d 1.17 1.08 0.8549 0.1451
jzd10 1.03 1.01 0.9728 0.0272
multi 1.02 1.01 0.9843 0.0157
demand 1.00 1.00 0.9998 0.0002
butie_x 1.06 1.03 0.9413 0.0587
ex 1.05 1.02 0.9544 0.0456
loan 1.08 1.04 0.9229 0.0771
----------------------------------------------------
Mean VIF 1.13
Cond
Eigenval Index
---------------------------------
1 7.0901 1.0000
2 1.6806 2.0539
3 1.1268 2.5084
4 1.0497 2.5989
5 1.0006 2.6619
6 0.9789 2.6912
7 0.9626 2.7139
8 0.8326 2.9182
9 0.7970 2.9826
10 0.7048 3.1718
11 0.6879 3.2103
12 0.6481 3.3076
13 0.5862 3.4777
14 0.5451 3.6066
15 0.4473 3.9814
16 0.3673 4.3936
17 0.2939 4.9112
18 0.1711 6.4370
19 0.0169 20.4618
20 0.0124 23.9193
---------------------------------
Condition Number 23.9193
Eigenvalues & Cond Index computed from scaled raw sscp (w/ intercept)
Det(correlation matrix) 0.2993
.