I need a procedure other than proc hpreg that I can't run due to an internal system error, that supports categorical independent vars (class) and influence and VIF stats. OLS fine. Thank you for any suggestions.
If you create dummy variable(s) for your class variable, then you can get VIF from PROC REG, or you can just run PROC CORR on the dummy variables and continuous variables to see the correlations between the x-variables.
See this note that provides several ways to will produce the design ("dummy") variables for you. You can use the resulting data set as input to PROC REG.
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