BookmarkSubscribeRSS Feed
tunayhy
Calcite | Level 5

 

Hi, 

 

Now i try to analyze a data using proc glimmix 

 

dependent variable is binary ( 0, 1)

level 1 independent variable is categorial 

level 2 independent variable is continous

 

befor making a multilevel model,

i wanna check multicollinearity between independent variables

especially, i doubt level2 variables would cause the multicollineariy problem because accroding to corrleation anyalsis i confirmed there is higly correlated among some level2 variables ( r>.8)

 

in case of level1 i've already done mulicollinearity diagnosis using below syntax

 

 proc reg data=fitness;
      model Oxygen=RunTime Age Weight RunPulse MaxPulse RestPulse 
            / tol vif collin;
   run;

 

but i don't know how to check the multicollinearity between level 2 variables

 

could i just put the level 2 variables in below regression model statement with other level1 variables? 

 

or is there other syntax for logistic multilevel anaylsis?  

 

if you have an answer, please let me know.

 

 

thanks ! 

 

 

 

 

 

1 REPLY 1
Rick_SAS
SAS Super FREQ

I'm not an expert, but since this has gone unanswered for a few days, I'll make a suggestion.

 

In practice, I would try running PROC LOGISTIC and see what happens. If your data are degenerate, PROC LOGISTIC will probably issue some WARNING (maybe about "non-convergence due to quasi-separation").  If you don't get a WARNING, then your data are probably okay. 

 

If you are paranoid, then see the Knowledge Base article on "Testing assumptions in logit models", which is for continuous variables. There is an example of using GENMOD to look at the information matrix (Hessian) and then passing information over to PROC REG to do the collinearity analysis. To handle the categorical variable, create dummy variables for the design matrix, and then follow the previous procedure for the dummy variables.

 

 

sas-innovate-2024.png

Don't miss out on SAS Innovate - Register now for the FREE Livestream!

Can't make it to Vegas? No problem! Watch our general sessions LIVE or on-demand starting April 17th. Hear from SAS execs, best-selling author Adam Grant, Hot Ones host Sean Evans, top tech journalist Kara Swisher, AI expert Cassie Kozyrkov, and the mind-blowing dance crew iLuminate! Plus, get access to over 20 breakout sessions.

 

Register now!

What is Bayesian Analysis?

Learn the difference between classical and Bayesian statistical approaches and see a few PROC examples to perform Bayesian analysis in this video.

Find more tutorials on the SAS Users YouTube channel.

Click image to register for webinarClick image to register for webinar

Classroom Training Available!

Select SAS Training centers are offering in-person courses. View upcoming courses for:

View all other training opportunities.

Discussion stats
  • 1 reply
  • 2660 views
  • 0 likes
  • 2 in conversation