Model Browser User's Guide    

Coefficient Information

When you select Coefficient information, six buttons appear below the list box. Covariance is displayed by default; click the buttons to select any of the others for display.

Covariance

Cov(b): variance-covariance matrix for the regression coefficient vector b.

Correlation

Corr(b): correlation matrix for the regression coefficient vector b.

By default Correlation has an active color map to aid analysis. Values below -0.9 are red, -0.9 to -0.7 are orange, -0.7 to 0.707 are black, 0.707 to 0.9 are orange, and greater than 0.9 are red. You can view and edit the color map using Options -> Table -> Colors.

Partial VIFs

Variance Inflation Factors (VIFs) are a measure of the nonorthogonality of the design with respect to the selected model. A fully orthogonal design has all VIFs equal to unity.

The Partial VIFs are calculated from the off-diagonal elements of Corr(b) as

Partial VIFs also has a default color map active (<1.2 black, >1.2<1.4 orange, >1.4 red). A filter is also applied, removing all values within 0.1 of 1. In regular designs such as Box-Behnken, many of the elements are exactly 1 and so need not be displayed; this plus the color coding makes it easier for you to see the important VIF values. You can always edit or remove color maps and filters.

Multiple VIFs

Measure of the nonorthogonality of the design. The Multiple VIFs are defined as the diagonal elements of Corr(b):

Multiple VIFs also has a default color map active (<8 black, 8><10 orange, >10 red). A filter is also applied, removing all values within 0.1 of 1. Once again this makes it easier to see values of interest.

2 Column Corr.

Corr(X); correlation for two columns of X.

Let W denote the matrix of wij values. Then the correlation matrix for the columns of X (excluding column 1) is Corr(X), defined as

2 Column Correlation has the same default color map active as Correlation.

Single Term VIFs

Measure of the nonorthogonality of the design. The Single Term VIFs are defined as

Single term VIFs have a default color map active (<2 black, 2>red) and values within 0.1 of 1 are filtered out, to highlight values of interest.


  Z2 Matrix Standard Error