Collinearity statistics in JASP regression module?
Hi,
One question! Why are the collinearity statistics (VIF and Tolerance) in the regression module the same (see attached file)? How are these calculated? These statistics are not the same when I try to run the same data in other programs like SPSS, DATA and Jamovi.
All the best
Per (the JASP lover)🤩
Comments
I forwarded this to the team
EJ
@EJ
Hi,
Do you know if the JASP team has looked into this? I have had some students asking why the Collinearity statistics (VIF & Tolerance) in JASP gets different from when running the same procedure in other programs such SPSS, STATA, Jamovi, DATAtab. I cant answer why!🙄
Kind regards
Per
Hi PerPalmgren,
Thanks for pointing this out.
It looks like we used a different method to compute the VIF than the other programs. The results were the same when there are only continuous variables, but as soon as there are categorical predictors (i.e. factors) then the results of JASP differed from the other programs. This will be fixed in the next release.
Cheers,
Don
Thanks Don!
Question. Is this rectified in JASP 0.17.2?
All the best
Per
Hi PerPalmgren,
Unfortunately, it did not make it. It is now in the development version of jasp (so also in the nightlies) and it should also be in the next release.
Best,
Don