Programming the statistical procedures from SAS

proc mixed collinearity

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proc mixed collinearity

Is it possible to get VIF diagnostics for mixed models. I know they are used for the OLS setting but im not sure about mixed models.

If not, how can I asses collinearity between my covariates. Is checked the correlation between all covariates just as good?

Cheers
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Posts: 281

Re: proc mixed collinearity

Collinearity is collinearity, regardless of what SAS PROC you will be using to estimate your model.

You can obtain VIF from PROC REG using the fixed terms in your PROC MIXED model.
Frequent Contributor
Posts: 75

Re: proc mixed collinearity

Paige-

so then I take it that the computation of vif does not need the assumption of uncorrelated errors? Message was edited by: trekvana
Super Contributor
Posts: 281

Re: proc mixed collinearity

Errors are in Y

Collinearity is in X

> so then I take it that the computation of vif does
> not need the assumption of uncorrelated errors?

VIF does not depend on Y in any way
Frequent Contributor
Posts: 75

Re: proc mixed collinearity

Thanks Paige
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