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kallend

Time for a nap

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How do you "refine" statistical results such that a reasonably orthogonal collection of independent variables are determined?



Guidleline: When Duct tape is not available, then I'd ensure that VIF < 5 when possible







A metric, called the Variance Inflation Factor (VIF), calculates the degree of multicollinearity.

VIF = 1/(1-Ri^2)

Ri^2 is the R^2 value obtained when Xi is regressed against the other X's in the (proposed) model

A large VIF implies that at least on variable is redundant

VIF > 10 (Ri^2 > 0.9): high degree of multicollinearity - cause for serious concern

VIF > 5 (Ri^2 > 0.8): moderate degree of multicollinearity





That should give a nap to some people.

...
Driving is a one dimensional activity - a monkey can do it - being proud of your driving abilities is like being proud of being able to put on pants

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A metric, called the Variance Inflation Factor (VIF), calculates the degree of multicollinearity.

VIF = 1/(1-Ri^2)

Ri^2 is the R^2 value obtained when Xi is regressed against the other X's in the (proposed) model

A large VIF implies that at least on variable is redundant

VIF > 10 (Ri^2 > 0.9): high degree of multicollinearity - cause for serious concern

VIF > 5 (Ri^2 > 0.8): moderate degree of multicollinearity



Noice! I've always wandered about that. ;) Well put, and thank you!
We are all engines of karma

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How do you "refine" statistical results such that a reasonably orthogonal collection of independent variables are determined?



Guidleline: When Duct tape is not available, then I'd ensure that VIF < 5 when possible







A metric, called the Variance Inflation Factor (VIF), calculates the degree of multicollinearity.

VIF = 1/(1-Ri^2)

Ri^2 is the R^2 value obtained when Xi is regressed against the other X's in the (proposed) model

A large VIF implies that at least on variable is redundant

VIF > 10 (Ri^2 > 0.9): high degree of multicollinearity - cause for serious concern

VIF > 5 (Ri^2 > 0.8): moderate degree of multicollinearity





That should give a nap to some people.



I'm always impressed by the breadth of knowledge available on this forum.:)
...

The only sure way to survive a canopy collision is not to have one.

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I'm always impressed by the breadth of knowledge available on this forum.:)



1 - leave it up to statisticians to invert a simple correlation activity of each of the input parameters and call it another name. Just to make it seem harder than it really is. I really hate statistics for that. There are a bunch of really simple things they do that they then add a bunch of unnecessary mathematical manipulation........

job security I guess.


2 - I think duct tape is really, really, neat.

...
Driving is a one dimensional activity - a monkey can do it - being proud of your driving abilities is like being proud of being able to put on pants

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VIF > 5 (Ri^2 > 0.8): moderate degree of multicollinearity



even after you're through with any multicubical and what-not
regressions analysis the old adage still stands

Correlation is Not Causation

A correlation between napping and longlivety can be generated
by a common cause (which can be anything from career/job
choice to a physiological disposition that makes you more likely
to nap) without there being any direct benefit of napping for
your health or life expectancy.

Cheers, T
*******************************************************************
Fear causes hesitation, and hesitation will cause your worst fears to come true

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I'm always impressed by the breadth of knowledge available on this forum.:)



1 - leave it up to statisticians to invert a simple correlation activity of each of the input parameters and call it another name. Just to make it seem harder than it really is. I really hate statistics for that. There are a bunch of really simple things they do that they then add a bunch of unnecessary mathematical manipulation........

job security I guess.


2 - I think duct tape is really, really, neat.




I always have duct tape nearby when taking a nap. You never know when somebody is going to disturd that nap and needs duct taped to a folding chair.

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even after you're through with any multicubical and what-not
regressions analysis the old adage still stands

Correlation is Not Causation

A correlation between napping and longlivety can be generated
by a common cause



causation needs to be validated through experiment if not apparent (via previous experiment) - regression and correlation are different tools and the coefficients are determined with different assumptions. Strangely enough, most popular stats s/w packages out there don't have a separate correlation function, only regression

"longlivety" is an interesting word

...
Driving is a one dimensional activity - a monkey can do it - being proud of your driving abilities is like being proud of being able to put on pants

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