VIF in GenReg with categorical responses

MikeD_Anderson

I have a customer asking about VIF in GenReg specifically with categorical responses.  They are trying to understand why we don't show the VIF.  Anybody got a good answer to this?

 

Thanks!

 

M 

jiancao

The reason is that VIFs for standard least squares models are not appropriate for logistics regression models and other non-normal response models. See the section, "Predictor collinearity and ill-conditioned information matrix " for details. http://support.sas.com/kb/32/471.html