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st: VIF and binary predictors?


From   Pavel Roshanov <roshanp@mcmaster.ca>
To   statalist@hsphsun2.harvard.edu
Subject   st: VIF and binary predictors?
Date   Fri, 5 Aug 2011 22:41:21 -0400

Dear Statalist,

I'm trying to detect multicollinearity in a dataset with binary
predictors. I have suggestions that VIF works just fine in this
situation but when I see the formula VIF=1/(1-R^2) I am not convinced.
Does anyone have any insight here?

Best wishes,

Pavel
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