|
Diagnosis The regression analysis requires that the dependent variable x0 and theindependent variables xj are not collinear (that is, they have a lineardependency). Tolerance measures the degree of linear dependency, thevalue range being between 0 and 1. Since the standard errors for theregression coefficients increase the more the linear dependencyincreases (and tolerance decreases), then the standardized, bivariatecorrelation coefficients are made available in the output structureinstead of the regression coefficients in cases where tolerance isbelow 0.02. The standardized, bivariate correlation coefficients arenot influenced by collinearity. |