topic proc reg VIF issues in SAS Procedures

proc reg VIF issues

podarum — Sun, 08 Apr 2012 05:51:33 GMT

Hi, I'm trying to check for collinearity (using VIF), so to do variable selection using proc reg. I need to check more than one x-var at a time, but I'm not geting any results.. but if I do one at a time it works.

WORKS:

proc reg data=Data;

model Price = Var1 / vif tol;

run;

quit; endrsubmit;

DOESN'T WORK:

proc reg data=Data;

model Price = Var1 Var2 Var3 / vif tol;

run;

quit;

Re: proc reg VIF issues

FriedEgg — Sun, 08 Apr 2012 22:50:09 GMT

What exactly is the issue you are having with obtaining results?

signon task1 sascmd='C:\Program Files\SAS\SASFoundation\9.2\sas.exe';
%syslput wpath=%sysfunc(pathname(work));
rsubmit task1;
libname out "&wpath";
proc sql;
 create view cars as
 select *
   from sashelp.cars
  order by type;
quit;
ods output ParameterEstimates=out.pe(keep=Type Variable VarianceInflation where=(Variable ne 'Intercept'));
proc reg data=cars;
 model msrp=EngineSize Cylinders Horsepower MPG_City MPG_Highway /vif tol;
 by type;
quit;
run;
endrsubmit;
signoff;

Give this a try and see if you can see the output from vif

Re: proc reg VIF issues

podarum — Mon, 09 Apr 2012 01:00:38 GMT

For some reason when I include a variable it doesn't work, but removing it, totally works... don't understand why.. it's highly correlated with y