Hello, I want to have an opinion on conducting a multicollinearity test using proc reg. I have been using proc reg with VIF/TOL to test for multicollinearity even for logistic regression. What would be the best approach - use the original variables? (OR) use the dummy variables? While original variables only demonstrate the VIF value for the particular variable, dummy variables include detail for the response items for each variable. PS: I do not include the reference variable whenever I use dummy variables to check for multicollinearity. Example of code: proc reg data=abuse2; model rec_abuse= rural age /*continuous*/ female signwprtnr numchild infedu fedu pens agri othocc indincome nuclear spouse daughter relative faminc upwork spcomu nsprvis nsprcal smknvrfmr alcnvrfmr dyexer ntrheal neveal smorbid mmorbid nhins nhcacc idep modep sedep /vif tol; run; quit; Checking Multicollinearity in Logistic Regression model
... View more