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Re: st: VIF and binary predictors?

From   Richard Williams <>
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.

Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
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EMAIL:  Richard.A.Williams.5@ND.Edu

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