multicollinearity

yael — Mon, 25 Jul 2016 05:04:40 GMT

Hello

I use PROC GLM in my regression. Can I check multicollinearity with this procedure (because I did not find it)?

Thanks a lot!

Re: multicollinearity

Ksharp — Mon, 25 Jul 2016 06:15:13 GMT


Yes. PROC GLM don't offer such diagnose. 
An workaround is using PROC GLMSELECT to get DESIGN MATRIX and feed it into PROC REG and do such thing:


proc glmselect data=TennisCamp outdesign=designCamp;

class forehandCoach backhandCoach volleyCoach gender;
model improvement = coach practice tLessons tPlay age gender inRating nPastCamps/selection=none;
run;


ods graphics on;
proc reg data=designCamp;
model improvement = &_GLSMOD;
quit;
ods graphics off;

topic Re: multicollinearity in Statistical Procedures

multicollinearity

Re: multicollinearity