Hello,
I 've heard about the variance inflated factor on the SAS Statistics 1 elearning. I see that on the course, VIF is always performed on continuous variables inputs with the REG procedure (which doesn't accept the "Class" option). I was wondering if there were any ways to perform a VIF analysis with categorical variables at all ?
Thank you for your help
Generate dummy variables and run the VIF on them. For a basic GLM parameterization, you can use the GLMMOD procedure to generate the design matrix. Be sure to include only the first k-1 dummy variables for a categorical variable with k levels.
I think it is impossible.
@Rick_SAS wrote a blog about VIF before, maybe Rick could say something about it.
Generate dummy variables and run the VIF on them. For a basic GLM parameterization, you can use the GLMMOD procedure to generate the design matrix. Be sure to include only the first k-1 dummy variables for a categorical variable with k levels.
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