topic Re: proc mixed collinearity in Statistical Procedures

proc mixed collinearity

trekvana — Tue, 21 Sep 2010 15:38:56 GMT

Is it possible to get VIF diagnostics for mixed models. I know they are used for the OLS setting but im not sure about mixed models.

If not, how can I asses collinearity between my covariates. Is checked the correlation between all covariates just as good?

Cheers

Re: proc mixed collinearity

Paige — Tue, 21 Sep 2010 16:01:53 GMT

Collinearity is collinearity, regardless of what SAS PROC you will be using to estimate your model.

You can obtain VIF from PROC REG using the fixed terms in your PROC MIXED model.

Re: proc mixed collinearity

trekvana — Tue, 21 Sep 2010 18:10:40 GMT

Paige-

so then I take it that the computation of vif does not need the assumption of uncorrelated errors? Message was edited by: trekvana

Re: proc mixed collinearity

Paige — Tue, 21 Sep 2010 18:41:05 GMT

Errors are in Y

Collinearity is in X

> so then I take it that the computation of vif does
> not need the assumption of uncorrelated errors?

VIF does not depend on Y in any way

Re: proc mixed collinearity

trekvana — Tue, 21 Sep 2010 20:01:52 GMT

Thanks Paige