topic regression categorical independent vars (class) and influence and VIF stats OLS fine in Statistical Procedures

regression categorical independent vars (class) and influence and VIF stats OLS fine

DRAGS — Fri, 17 Jul 2020 01:20:12 GMT

I need a procedure other than proc hpreg that I can't run due to an internal system error, that supports categorical independent vars (class) and influence and VIF stats. OLS fine. Thank you for any suggestions.

Re: regression categorical independent vars (class) and influence and VIF stats OLS fine

PaigeMiller — Fri, 17 Jul 2020 10:43:49 GMT

If you create dummy variable(s) for your class variable, then you can get VIF from PROC REG, or you can just run PROC CORR on the dummy variables and continuous variables to see the correlations between the x-variables.

Re: regression categorical independent vars (class) and influence and VIF stats OLS fine

StatDave — Fri, 17 Jul 2020 17:43:27 GMT

See this note that provides several ways to will produce the design ("dummy") variables for you. You can use the resulting data set as input to PROC REG.