Variable Statistics
This report gives the mean value and standard deviation of each variable in the model. It is automatically generated and does not need to be requested.
Near Dependency
If selected with the neardependencyreport parameter, this report lists collinear variables or near dependencies in the data based on the SSCP matrix provided as input. Entries in the Near Dependency report are triggered by two conditions occurring simultaneously. The first is the occurrence of a large condition index value associated with a specially constructed principal factor. If a factor has a condition index greater than the parameter specified with neardependencyreport, it is a candidate for the Near Dependency report. The other is when two or more variables have a variance proportion greater than a threshold value for a factor with a high condition index. Another way of saying this is that a ‘suspect’ factor accounts for a high proportion of the variance of two or more variables. The parameter to defines what a high proportion of variance is also set with neardependencyreport. A default value of 0.5.
The following is an example of a Near Dependency report.
Variable Name | Factor | Condition Index | Variance Proportion | Mean | Standard Deviation |
---|---|---|---|---|---|
CONSTANT | 7 | 15001.8594 | 1 | * | * |
cust_id | 7 | 15001.8594 | 1 | 1362987.891 | 293.5012 |
age | 6 | 52.6169 | .9963 | 33.744 | 22.3731 |
combo2 | 6 | 52.6169 | .9935 | 25.733 | 23.4274 |
children | 6 | 52.6169 | .713 | .534 | 1.0029 |
income | 5 | 35.3599 | .9951 | 16978.026 | 21586.8442 |
combo1 | 5 | 35.3599 | .995 | 33654.602 | 43110.862 |