Negative Binomial collinearity measures

[godel_complete]

Hello everyone, I was estimating negative binomial models using the HPGENSELECT. I wanted to see if I could obtain some measures of collinearity among independent variables. I also noticed that the PROC REG offers an option and displays the measures of collinearity that I am looking for the model. Is it ok if I use the REG procedure? Are there any other options that allow me to estimate the negbinomial and obtain collinearity measures as those obtained with the "tol vif collin" option on REG?

[StatDave · Accepted solution]

See the section about collinearity in this note.