我应该为具有30个离散变量和4个连续变量的线性回归模型选择什么样的VIF值限制(如4,5,6,7,....)

时间:2018-03-08 12:14:28

标签: linear-regression

具有30个离散,4个连续输入变量和1个连续变量的线性回归模型的VIF值限制(如4,5,6,7,......)应该是什么?

令人困惑的是,不同的研究人员建议使用不同的VIF值。

我在SPSS中尝试过,并为离散变量创建虚拟变量。结果如下

系数
模型非标准化系数标准化系数t Sig。共线性统计         B标准。错误Beta容差VIF
    (常数).076 1.262 .060 .952
    缺席.014 .012 .020 1.170 .243 .776 1.289
    G1 .129 .039 .109 3.326 .001 .214 4.665
    G2 .857 .036 .773 23.541 .000 .215 4.645
    年龄.027 .050 .010 .548 .584 .649 1.540
    school_new -.170 .135 -.025 -1.265 .206 .588 1.702
    sex_new .150 .121 .023 1.239 .216 .680 1.471
    address_new -.119 .127 -.017 -.937 .349 .712 1.405
    famsize_new .038 .118 .005 .320 .749 .830 1.205
    pstatus_new .004 .169 .000 .025 .980 .786 1.272     
schoolsup_new .197 .178 .019 1.105 .269 .811 1.234     
famsup_new -.070 .110 -.011 -.632 .528 .836 1.197     
paid_new .147 .222 .011 .659 .510 .865 1.156     
activities_new -.009 .108 -.001 -.087 .931 .830 1.204     
nursery_new .070 .132 .009 .531 .596 .879 1.137     
higher_new -.124 .189 -.012 -.655 .513 .712 1.404     
internet_new -.115 .134 -.015 -.858 .391 .755 1.324     
romantic_new .022 .112 .003 .200 .842 .832 1.202     
M_prim_edu -.046 .556 -.006 -.083 .934 .046 21.942     
M_5th_TO_9th -.114 .560 -.016 -.203 .839 .038 26.474     
M_secon_edu -.143 .566 -.018 -.253 .801 .045 22.328     
M_higher_edu -.309 .583 -.042 -.529 .597 .036 27.719     
F_prim_edu -.454 .518 -.062 -.875 .382 .046 21.795     
F_5th_TO_9th -.318 .522 -.046 -.608 .543 .041 24.624     
F_secon_edu -.300 .532 -.037 -.563 .574 .053 18.873     
F_higher_edu -.269 .547 -.033 -.492 .623 .051 19.613     
M_health_job -.195 .253 -.025 -.770 .441 .229 4.373     
M_other_job .050 .256 .004 .197 .844 .541 1.849     
M_services_job -.273 .225 -.041 -1.211 .226 .199 5.016     
M_teacher_job -.013 .226 -.002 -.055 .956 .286 3.496     
F_health_job .470 .335 .036 1.400 .162 .355 2.814     
F_other_job .003 .362 .000 .008 .993 .539 1.854     
F_services_job .151 .269 .023 .563 .574 .136 7.336     
F_teacher_job .015 .275 .002 .054 .957 .159 6.293     
reason_school_repu .239 .194 .031 1.235 .217 .364 2.746     
reason_course_pref .176 .202 .023 .873 .383 .347 2.886     
reason_other .364 .175 .056 2.074 .039 .320 3.129     
guard_mother -.030 .129 -.004 -.234 .815 .699 1.431     
guard_other .311 .259 .023 1.204 .229 .612 1.635     
tra_time_15_TO_30min .043 .120 .006 .356 .722 .764 1.309     
tra_time_30_TO_60min .274 .206 .023 1.327 .185 .745 1.342     
tra_time_GT_60min .791 .351 .038 2.254 .025 .816 1.225     
study_2_TO_5hrs_time .171 .129 .026 1.325 .186 .584 1.713     
study_5_TO_10hrs_time .151 .177 .017 .853 .394 .605 1.654     
study_GT_10hrs_time .073 .253 .005 .290 .772 .743 1.347     
failure_1_time -.532 .189 -.051 -2.814 .005 .704 1.421     
failure_2_time -.691 .362 -.033 -1.906 .057 .766 1.305     
failure_3_time -.428 .375 -.019 -1.140 .255 .813 1.230     
family_rela_bad -.002 .381 .000 -.004 .997 .391 2.558     
family_rela_avg .012 .322 .001 .038 .970 .177 5.642     
family_rela_good .011 .303 .002 .037 .971 .106 9.470     
family_rela_excel -.101 .308 -.014 -.329 .743 .127 7.885     
freetime_low .105 .236 .012 .447 .655 .315 3.172     
freetime_avg -.038 .217 -.006 -.174 .862 .217 4.600     
freetime_high -.026 .231 -.004 -1111 .911 .228 4.384     
freetime_very_high -.153 .266 -.014 -.572 .567 .363 2.753     
go_out_low .095 .223 .012 .424 .672 .280 3.576     
go_out_avg .135 .218 .019 .619 .536 .236 4.244     
go_out_high .186 .232 .024 .801 .423 .264 3.781     
go_out_very_high -.132 .246 -.015 -.537 .591 .284 3.521     
Dalc_low -.157 .156 -.019 -1.006 .315 .655 1.527     
Dalc_avg .274 .250 .021 1.097 .273 .628 1.592     
Dalc_high -.877 .352 -.043 -2.488 .013 .763 1.310     
Dalc_very_high .102 .407 .005 .250 .802 .571 1.751     
Walc_low .031 .144 .004 .213 .831 .656 1.526     
Walc_avg -.148 .164 -.018 -.901 .368 .594 1.683     
Walc_high .000 .205 .000 .002 .998 .495 2.020     
Walc_very_high -.059 .309 -.005 -.190 .849 .393 2.542     
health_low -.065 .205 -.006 -.314 .754 .542 1.845     
health_avg -.125 .185 -.015 -.677 .499 .459 2.179     
health_high -.088 .190 -.010 -.465 .642 .482 2.075     
health_very_high -.234 .169 -.035 -1.381 .168 .357 2.801 一个。因变量:G3

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