Programming the statistical procedures from SAS

multicollinearity

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Contributor
Posts: 69

multicollinearity

Hello

 

I use PROC GLM in my regression. Can I check multicollinearity with this procedure (because I did not find it)?

 

Thanks a lot!

Grand Advisor
Posts: 9,447

Re: multicollinearity


Yes. PROC GLM don't offer such diagnose. 
An workaround is using PROC GLMSELECT to get DESIGN MATRIX and feed it into PROC REG and do such thing:


proc glmselect data=TennisCamp outdesign=designCamp;

class forehandCoach backhandCoach volleyCoach gender;
model improvement = coach practice tLessons tPlay age gender inRating nPastCamps/selection=none;
run;


ods graphics on;
proc reg data=designCamp;
model improvement = &_GLSMOD;
quit;
ods graphics off;
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