proc mixed collinearity

[trekvana]

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

[Paige]

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.

[trekvana]

Paige-

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

[Paige]

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

[trekvana]

Thanks Paige