topic Proc Panel and multicollinearity in SAS Procedures

Proc Panel and multicollinearity

niam — Sun, 07 Jul 2013 23:42:46 GMT

Hi;

I am using proc panel with RANONE option,

Is there anyway to check for the multicollinearity among independant variables in PROC PANEL.

Something like VIF option in proc reg?

Thanks for reading this post

Re: Proc Panel and multicollinearity

SteveDenham — Mon, 08 Jul 2013 12:19:02 GMT

Since multicollinearity is only an issue with the independent variables, you could just use PROC REG to calculate the VIF's. I assume here that the independent variables are either identical across panels, or that you are doing seemingly unrelated regression.

Steve Denham

Re: Proc Panel and multicollinearity

niam — Mon, 08 Jul 2013 20:23:02 GMT

Thanks for the reply

Yes, the independent variables are all the same across panels. I will then only rely on VIF s that I get from proc reg