VIF in Proc Genmod?

[ajb]

Hi,

I am trying to get the VIF statistic to calculate collinearity using Proc genmod. I know that there is  a vif option that can be used in proc reg but I cannot seem to find a similar statement for Proc Genmod.

Here is my code:

proc genmod data=work.set descending ;
   model y=x1  x2 x3 x4 x5  /dist = binomial link = log;
run;

Is there a statement in proc genmod that conveniently calculates VIF? If not, how would I go about calculating colinearity?

Thanks!

[SteveDenham]

Since collinearity does not depend on the dependent variable, use PROC REG to calculate VIF.

Steve Denham

[StatDave · Accepted solution]

See Usage Note 32471: Testing assumptions in logit, probit, Poisson and other generalized linear models.