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Partial least squares logistic regression is a good method of dealing with collinearity in logistic regression. Currently, it is not supported by SAS, so I think it necessary to include it in SAS/STAT.

2 Comments
PaigeMiller
Diamond | Level 26

You should add a link to the algorithm.

Season
Lapis Lazuli | Level 10

@PaigeMiller Thanks for reminding! The paper you suggested yesterday will suffice.

Algorithm link: PLS generalised linear regression