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Re: st: VIF and binary predictors?


From   Richard Williams <richardwilliams.ndu@gmail.com>
To   statalist@hsphsun2.harvard.edu
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.


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Richard Williams, Notre Dame Dept of Sociology
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