topic Re: How to check multicollinearity a logistic regression model? in New SAS User

How to check multicollinearity a logistic regression model?

lionking19063 — Mon, 22 Jan 2024 19:15:39 GMT

Hi,

Could someone tell me which method is correct to check multicollinearity a logistic regression model? Thanks.

1) method 1

proc logistic data= sample;

model y(event='1') =x1 x2 x3;

run;

proc reg data=sample;

model y= x1 x2 x3/vif;

run;

2) method 2

proc logistic data= sample;

model y(event='1') =x1 x2 x3;

output out=out_data p=pred;

run;

proc reg data=out_data;

model pred= x1 x2 x3/vif;

run;

PaigeMiller — Mon, 22 Jan 2024 19:20:16 GMT

I would vote for method 1

sbxkoenk — Mon, 22 Jan 2024 21:33:25 GMT

Checking Multicollinearity in Logistic Regression model
https://communities.sas.com/t5/New-SAS-User/Checking-Multicollinearity-in-Logistic-Regression-model/td-p/574016
SESUG 2015 -- Paper SD69
Integrating PROC REG and PROC LOGISTIC for Collinearity
Examination, Sample Scoring and Model Evaluation
Alec Zhixiao Lin, Loan Depot, Foothill Ranch, CA
https://lexjansen.com/sesug/2015/69_Final_PDF.pdf

Koen

Ksharp — Tue, 23 Jan 2024 02:41:50 GMT

None of them.

You should check CORRB option of PROC LOGISTIC to check the correlation between the estimated coefficient .

proc logistic data=sashelp.heart;
class sex bp_status;
model status=sex bp_status height weight ageatstart/corrb ;
run;