Hi,
I am trying to get the VIF statistic to calculate collinearity using Proc genmod. I know that there is a vif option that can be used in proc reg but I cannot seem to find a similar statement for Proc Genmod.
Here is my code:
proc genmod data=work.set descending ;
model y=x1 x2 x3 x4 x5 /dist = binomial link = log;
run;
Is there a statement in proc genmod that conveniently calculates VIF? If not, how would I go about calculating colinearity?
Thanks!
Since collinearity does not depend on the dependent variable, use PROC REG to calculate VIF.
Steve Denham
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