I am using SPSS syntax to determine multicollinearity with predictor variables of interest. When I enter the variables, SPSS is removing some of the variables because the minimum tolerance limit (.000) was reached. I am interested in having all variables included so that I may see their variance inflation factor values.
I do not know how to do it using syntax or script, but this is the log of SPSS linear regression procedure.
If you want all predictors to be included, the method must be ENTER.
And the collinearity diagnostics must be checked under statistics.
Hope this can help you.
REGRESSION
/MISSING LISTWISE
/STATISTICS COEFF OUTS R ANOVA COLLIN TOL CHANGE
/CRITERIA=PIN(.05) POUT(.10)
/NOORIGIN
/DEPENDENT p16
/METHOD=ENTER p17_1_5lev p17_10_5lev p17_11_5lev p17_12_5lev p17_13_5lev p17_14_5lev p17_2_5lev p17_3_5lev p17_4_5lev p17_5_5lev p
17_6_5lev p17_7_5lev p17_8_5lev p17_9_5lev
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