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lionking19063
Fluorite | Level 6

Hi, 

Could someone tell me which method is correct to check multicollinearity a logistic regression model? Thanks.

1)  method 1

proc logistic data= sample;

model y(event='1') =x1 x2 x3;

run;

 

proc reg data=sample;

model  y= x1 x2 x3/vif;

run;

 

2) method 2

proc logistic data= sample;

model y(event='1') =x1 x2 x3;

output out=out_data p=pred;

run;

 

proc reg data=out_data;

model  pred= x1 x2 x3/vif;

run;

1 ACCEPTED SOLUTION

Accepted Solutions
3 REPLIES 3
PaigeMiller
Diamond | Level 26

I would vote for method 1

--
Paige Miller
sbxkoenk
SAS Super FREQ

Koen

Ksharp
Super User

None of them.

You should check CORRB option of PROC LOGISTIC to check the correlation between the estimated coefficient .

32471 - Testing assumptions in logit, probit, Poisson and other generalized linear models (sas.com)

Also calling @StatDave  @SteveDenham 

 

 

proc logistic data=sashelp.heart;
class sex bp_status;
model status=sex bp_status height weight ageatstart/corrb ;
run;

Ksharp_0-1705977632797.png

 

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