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Re: st: VIF and binary predictors?


From   Pavel Roshanov <roshanp@mcmaster.ca>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: VIF and binary predictors?
Date   Sat, 6 Aug 2011 10:32:03 -0400

Dear Richard,

I have been using -collin- but all of the measures there are similar
to the VIF: R^2 and tolerance (which is just 1-R^2). It's the validity
of R^2 for binary variables that worries me.

Pavel

On Fri, Aug 5, 2011 at 11:57 PM, Richard Williams
<richardwilliams.ndu@gmail.com> wrote:
> 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
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