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Mathis1
Quartz | Level 8

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 

1 ACCEPTED SOLUTION

Accepted Solutions
Rick_SAS
SAS Super FREQ

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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2 REPLIES 2
Ksharp
Super User

I think it is impossible.

@Rick_SAS  wrote a blog about VIF before, maybe Rick could say something about it.

Rick_SAS
SAS Super FREQ

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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