topic Re: VIF in Proc Genmod? in Statistical Procedures

VIF in Proc Genmod?

ajb — Thu, 24 Sep 2015 18:39:18 GMT

Hi,

I am trying to get the VIF statistic to calculate collinearity using Proc genmod. I know that there is a vif option that can be used in proc reg but I cannot seem to find a similar statement for Proc Genmod.

Here is my code:

proc genmod data=work.set descending ;
model y=x1 x2 x3 x4 x5 /dist = binomial link = log;
run;

Is there a statement in proc genmod that conveniently calculates VIF? If not, how would I go about calculating colinearity?

Thanks!

Re: VIF in Proc Genmod?

SteveDenham — Fri, 25 Sep 2015 17:33:15 GMT

Since collinearity does not depend on the dependent variable, use PROC REG to calculate VIF.

Steve Denham

Re: VIF in Proc Genmod?

StatDave — Tue, 18 Jul 2017 13:11:27 GMT

See Usage Note 32471: Testing assumptions in logit, probit, Poisson and other generalized linear models.