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ajb
Obsidian | Level 7 ajb
Obsidian | Level 7

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!

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SteveDenham
Jade | Level 19

Since collinearity does not depend on the dependent variable, use PROC REG to calculate VIF.

 

Steve Denham

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