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VIF in GenReg with categorical responses

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!

Re: VIF in GenReg with categorical responses

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

Re: VIF in GenReg with categorical responses

Thanks, Jian! That's exactly what I needed.

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