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st: Multicollinearity test after GLM
From
"Abdul Q Memon" <[email protected]>
To
[email protected]
Subject
st: Multicollinearity test after GLM
Date
Tue, 13 Jul 2010 13:25:29 +0100
Hi all
Could I please ask for information about any test to detect
multicollinearity after running the GLM command. I have used collin and
VIF values but i am bit confused that these test (VIF and collin) estimate
the values based on linear regression coefficients while I am using GLM-
negative binomial. Shall i still use VIF values produced by collin and say
that in GLM these variables will still be collinear or I am missing some
thing important??
Any quick replies will be highly appreciated. Many thanks in advance
Regards
Memon
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