Variance Inflation Factor: As a Condition for the Inclusion of Suppressor Variable(s) in Regression Analysis
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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
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- 15.18
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- 100%
- References
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Authors
3Topics & keywords
Keywords
- Variance inflation factor
- Multicollinearity
- Statistics
- Mathematics
- Regression analysis
- Regression
- Econometrics
- Variance (accounting)
UN Sustainable Development Goals
- Reduced inequalities
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