Bookmark and Share

Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: st: VIF and binary predictors?

From   Richard Williams <[email protected]>
To   [email protected]
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
HOME:   (574)289-5227
EMAIL:  [email protected]

*   For searches and help try:

© Copyright 1996–2018 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index