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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   Sat, 06 Aug 2011 11:48:32 -0500

At 09:32 AM 8/6/2011, Pavel Roshanov wrote:
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.

There are a few other measures in there, e.g. eigenvalues and the condition index. I'm not aware of any special reasons for concern when using binary variables.


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Richard Williams, Notre Dame Dept of Sociology
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