articleOpen Journal of StatisticsJan 1, 2015DIAMOND OA

Variance Inflation Factor: As a Condition for the Inclusion of Suppressor Variable(s) in Regression Analysis

Ahmadu Bello University

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Abstract

Suppression effect in multiple regression analysis may be more common in research than what is currently recognized. We have reviewed several literatures of interest which treats the concept and types of suppressor variables. Also, we have highlighted systematic ways to identify suppression effect in multiple regressions using statistics such as: R2, sum of squares, regression weight and comparing zero-order correlations with Variance Inflation Factor (VIF) respectively. We also establish that suppression effect is a function of multicollinearity; however, a suppressor variable should only be allowed in a regression analysis if its VIF is less than five (5).

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1,488
total citations
FWCI
15.18
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100%
References
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Authors

3

Topics & keywords

Keywords
  • Variance inflation factor
  • Multicollinearity
  • Statistics
  • Mathematics
  • Regression analysis
  • Regression
  • Econometrics
  • Variance (accounting)
UN Sustainable Development Goals
  • Reduced inequalities
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