Programming the statistical procedures from SAS

How do I measure multicollinearity in Proc MIXED?

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Contributor
Posts: 45

How do I measure multicollinearity in Proc MIXED?

In Proc GLM is ok to use the VIF but in MIXED there is no Rsq.

Respected Advisor
Posts: 2,655

Re: How do I measure multicollinearity in Proc MIXED?

Multicollinearity is a dependency in the X matrix.  Any of the procedures that calculate VIF can be used to get a measure of multicollinearity--PROC REG probably is the most appropriate due to the richness of options.  See the responses in the thread:

  https://communities.sas.com/message/170160#170160

Steve Denham

Contributor
Posts: 40

Re: How do I measure multicollinearity in Proc MIXED?

Try using COLLIN also as option in GLM.

Thanks,

Naresh

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