Programming the statistical procedures from SAS

Checking Multi-Collinearity among variables

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Checking Multi-Collinearity among variables

Hi,

So I have 130 variables out of which around 70 are continuous and 60 are combination of categorical and demographics. Now to check multi-collinearity for continuous I am doing a correlation check but for the categorical I'm a little confused, should I go with Anova? If yes How can I do multiple variables at the same time in a single go?

Or there are any other ways to check multi-collinearity in categorical variables?

Respected Advisor
Posts: 3,061

Re: Checking Multi-Collinearity among variables

Posted in reply to abhi18sas

To tell you the truth, what I would do is the following:

 

I would just assume you have collinearity, and then use a modeling method that does a good job in the presence of collinearity and can handle categorical as well as continuous variables. That method is partial least squares regression (PROC PLS in SAS). Put all of your variables into the model (yes, all of them) and the ones that are predictive will have weights that are not close to zero, the ones that are not predictive will have weights close to zero.

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Paige Miller
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Posts: 10,787

Re: Checking Multi-Collinearity among variables

Posted in reply to abhi18sas
PROC PLS
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