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Proc Panel and multicollinearity

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Proc Panel and multicollinearity

Hi;

I am using proc panel with RANONE option,

Is there anyway to check for the multicollinearity among independant variables in PROC PANEL.

Something like VIF option in proc reg?

Thanks for reading this post


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‎07-08-2013 08:19 AM
Respected Advisor
Posts: 2,655

Re: Proc Panel and multicollinearity

Since multicollinearity is only an issue with the independent variables, you could just use PROC REG to calculate the VIF's.  I assume here that the independent variables are either identical across panels, or that you are doing seemingly unrelated regression.

Steve Denham

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‎07-08-2013 08:19 AM
Respected Advisor
Posts: 2,655

Re: Proc Panel and multicollinearity

Since multicollinearity is only an issue with the independent variables, you could just use PROC REG to calculate the VIF's.  I assume here that the independent variables are either identical across panels, or that you are doing seemingly unrelated regression.

Steve Denham

Frequent Contributor
Posts: 84

Re: Proc Panel and multicollinearity

Thanks for the reply

Yes, the independent variables are all the same across panels. I will then only rely on VIF s that I get from proc reg

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