BookmarkSubscribeRSS Feed
buder
Fluorite | Level 6

Need a refresher/reminder about collinearity diagnostics. 

 

I know collinearity is present if there is a high condition index and VIFs that are greater than 0.5 of two or more variables.

 

When it discusses "two or more variables" is that on the same line or is that for all of the VIFs?

 

I have attached by output - just can't remember if it's VIFs in the same line or all around in the table.

 

 

1 REPLY 1
PGStats
Opal | Level 21

Proc REG documentation states:

 

A collinearity problem occurs when a component associated with a high 
condition index contributes strongly (variance proportion greater than about
 0.5) to the variance of two or more variables. 

each line in the collinearity diagnostics table is about a component. Condition indexes inferior to 10 are not high.

 

It also says:

 

There are no formal criteria for deciding if a VIF is large enough to affect the
 predicted values. 
PG

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 ANOVA?

ANOVA, or Analysis Of Variance, is used to compare the averages or means of two or more populations to better understand how they differ. Watch this tutorial for more.

Find more tutorials on the SAS Users YouTube channel.

Discussion stats
  • 1 reply
  • 1417 views
  • 2 likes
  • 2 in conversation