Logistic Regression : Multi Collinearity Check



Dear All,

Would like to know different ways to perform collinearity check while executing logistic regression.

I am aware of some of the ways but certainly not sure of. :smile:

  1. Take each independent variable at a time as a function of other independent variables and calculate VIF. This way we will have an idea of what all independent variables are correlated.

  2. Form a correlation matrix among independent variables and try to figure out the correlations.

  3. Take your dependent and all independent variables and run them through a linear regression with VIF option.

Would really appreciate if anyone can help.

P.S - If someone suggests use of PCA, then do explain the procedure for that as well.

Saurabh Kapoor


@shuvayan - Thanks for the quick response.

However, the link that you have shared is about validating the model. Apparently, that is not the ask.



Sorry for the wrong link. :pensive:
I have used VIF option in logistic regression to check for multi - collinearity.If the values are < 10 then there is no problem .
Even the third option that you have mentioned works.


@shuvayan - As far as I am aware, VIF option can’t be used with Proc Logistic. How did you use it? Kindly share the syntax.



You are right.VIF option is not available for Proc Logistic.You need to run proc reg on the data and just interpret the output of the VIF column.
Note:Other outputs will be non-nonsensical.