topic Re: VIF and categorical variables in Statistical Procedures

VIF and categorical variables

Mathis1 — Thu, 30 Jul 2020 12:47:27 GMT

Hello,

I 've heard about the variance inflated factor on the SAS Statistics 1 elearning. I see that on the course, VIF is always performed on continuous variables inputs with the REG procedure (which doesn't accept the "Class" option). I was wondering if there were any ways to perform a VIF analysis with categorical variables at all ?

Thank you for your help

Re: VIF and categorical variables

Ksharp — Thu, 30 Jul 2020 12:52:21 GMT

I think it is impossible.

@Rick_SAS wrote a blog about VIF before, maybe Rick could say something about it.

Re: VIF and categorical variables

Rick_SAS — Thu, 30 Jul 2020 12:57:39 GMT

Generate dummy variables and run the VIF on them. For a basic GLM parameterization, you can use the GLMMOD procedure to generate the design matrix. Be sure to include only the first k-1 dummy variables for a categorical variable with k levels.