Variable

Largest reduction

B

C

D

Largest increase

General

VIF

1/VIF

VIF

1/VIF

VIF

1/VIF

VIF

1/VIF

VIF

1/VIF

VIF

1/VIF

Log_tam

144.17

0.006936

51.50

0.019419

5.32

0.187801

10.05

0.099526

15.84

0.063129

7.99

0.125205

Log_pl

113.00

0.008850

43.15

0.023174

4.24

0.235731

8.67

0.115297

14.49

0.069021

6.96

0.143619

Market to book

8.27

0.120891

7.85

0.127357

1.00

0.995219

1.02

0.980047

1.03

0.974968

1.01

0.994568

Roe

5.66

0.176718

1.44

0.695197

1.10

0.911290

1.19

0.841552

1.49

0.669954

3.39

0.294855

Roa

5.09

0.196411

1.22

0.818582

1.13

0.882561

1.16

0.862879

2.05

0.487813

3.39

0.295287

Dummy small sized

2.69

0.372261

2.60

0.385270

2.24

0.447276

2.30

0.434308

2.25

0.443995

2.04

0.490985

Industry

-

-

1.90

0.526962

-

-

1.30

0.768767

-

-

-

-

Service

2.29

0.437145

1.87

0.534785

1.32

0.756658

-

-

1.38

0.726942

1.31

0.766237

Commerce

1.89

0.529405

-

-

1.27

0.788051

1.24

0.809177

1.41

0.711520

1.27

0.788578

Capex

1.88

0.531164

1.45

0.688882

1.02

0.976837

1.12

0.894886

1.19

0.840630

1.04

0.963989

Tang

1.83

0.547406

1.20

0.835399

1.08

0.925879

1.04

0.963722

1.08

0.923477

1.06

0.945705

Sales growth

1.50

0.665140

1.32

0.757769

1.25

0.798191

1.00

0.995504

1.11

0.900677

1.06

0.944429

Change assets

1.18

0.846478

1.53

0.654404

1.32

0.759868

1.05

0.950376

1.20

0.829877

1.10

0.911033

Dividends

1.05

0.951455

1.15

0.869499

1.01

0.994250

1.01

0.988493

1.02

0.977756

1.00

0.998056

Mean vif

22.35

9.09

1.79

2.47

3.5

2.51

Dummy small sized

2.52

0.396257

2.53

0.395090

2.22

0.449953

2.23

0.448069

2.24

0.446673

2.03

0.492943

Log_tam

2.31

0.432815

2.23

0.448362

2.24

0.446975

2.21

0.452855

2.95

0.338649

2.04

0.490801

Market to book

2.04

0.489670

1.54

0.649302

1.00

0.996135

1.02

0.982538

1.01

0.985746

1.00

0.997694

Industry

-

-

-

-

-

-

1.25

0.798865

-

-

Service

1.95

0.512614

2.37

0.422321

1.28

0.782194

-

-

1.34

0.747195

1.26

0.791132

Commerce

1.81

0.552503

2.00

0.499058

1.23

0.810914

1.22

0.817146

1.36

0.735390

1.25

0.802739

Change assets

1.15

0.868802

1.28

0.780629

1.29

0.777184

1.03

0.971689

1.12

0.889041

1.09

0.917105

Sales growth

1.11

0.904963

1.29

0.777110

1.25

0.803185

1.00

0.996999

1.09

0.920752

1.06

0.944877

Roa

1.02

0.978399

1.10

0.908525

1.05

0.948696

1.05

0.949551

1.60

0.625482

1.01

0.994555

Mean vif

1.74

1.79

1.45

1.38

1.59

1.34