topic Checking for collinearity in stratified models? in Statistical Procedures

Checking for collinearity in stratified models?

SAS93 — Mon, 16 Aug 2021 16:15:56 GMT

I'm building two race-specific models using complex survey data. As a part of this process, I want to check for collinearity, which I haven't done outside of the classroom, which was a couple years ago.

Anyway, when I check for collinearity, I planned to use the regular PROC REG procedure. Do I also include the stratification variable, or since it is being stratified/controlled for anyway, can I exclude it?:

Proc REG data=fluvx;
Model flu = rec_shot race2 age edu fpl reg_status bpinsur dpinsur marital_stat   / VIF TOL COLLIN COLLINOINT ;
Run;

Re: Checking for collinearity in stratified models?

PaigeMiller — Mon, 16 Aug 2021 16:19:15 GMT

Since it could be that the collinearity between the variables differs by race, I would use PROC REG with a BY RACE; statement.

Re: Checking for collinearity in stratified models?

SAS93 — Mon, 16 Aug 2021 16:21:45 GMT

I hadn't thought of that, but that makes sense! Thank you!

Re: Checking for collinearity in stratified models?

Ksharp — Tue, 17 Aug 2021 13:34:50 GMT

Calling @StatDave @SteveDenham @lvm