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Re: st: VIF and binary predictors?
From
Richard Williams <[email protected]>
To
[email protected]
Subject
Re: st: VIF and binary predictors?
Date
Fri, 05 Aug 2011 22:57:03 -0500
At 09:41 PM 8/5/2011, Pavel Roshanov wrote:
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?
I am not sure why you are not convinced, but if you want a few more
measures try Phil Ender's -collin- command, available from the UCLA site.
-------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
HOME: (574)289-5227
EMAIL: [email protected]
WWW: http://www.nd.edu/~rwilliam
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