topic Re: How do I measure multicollinearity in Proc MIXED? in Statistical Procedures

How do I measure multicollinearity in Proc MIXED?

marcioadg — Thu, 12 Dec 2013 19:26:51 GMT

In Proc GLM is ok to use the VIF but in MIXED there is no Rsq.

Re: How do I measure multicollinearity in Proc MIXED?

SteveDenham — Fri, 13 Dec 2013 13:21:30 GMT

Multicollinearity is a dependency in the X matrix. Any of the procedures that calculate VIF can be used to get a measure of multicollinearity--PROC REG probably is the most appropriate due to the richness of options. See the responses in the thread:

https://communities.sas.com/message/170160#170160

Steve Denham

Re: How do I measure multicollinearity in Proc MIXED?

NareshAbburi — Sun, 15 Dec 2013 04:39:32 GMT

Try using COLLIN also as option in GLM.

Thanks,

Naresh