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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
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EMAIL: [email protected]
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