@sasnewbie12 wrote:
I am trying to run a model with logistic regression containing about 20 independent variables, both categorical and continuous.
However, I am finding that the significance varies depending on which variables I include and exclude, and I believe that there is association and collinearity among the variables.
As I am a new SAS user, is there any simple way to check for association among the variables in logistic regression?
Thank You
You keep asking the same questions over and over, and my answers don't change, just because you ask again three weeks later. I repeat my answer given here: https://communities.sas.com/t5/SAS-Statistical-Procedures/multivariate-logistic-regression-variable-troubleshooting/m-p/419337#M22061
Variable selection is fundamentally a poor approach when you have many correlated variables. It doesn't matter if you are new to SAS or experienced in SAS or using R or Python or Minitab. It is not the software that makes it a poor approach.
At that link, I reference a method of performing Logistic Partial Least Squares regression, fundamentally a superior approach. There is R code to do this, but I am not aware of SAS code to do this. However, since you can run R code through SAS PROC IML, that seems to be the approach I would take.
... View more