Variance inflation factor is the method I use.
I'm a researcher not a statistician (caveat) but I use:
vif(fit) # variance inflation factors
in R as recommended by Rob KabacoffCode:sqrt(vif(fit)) > 2 # problem?
Does anyone have any knowledge and/or experience in how to measure collinearity between categorical variables that have more than 2 categories in the context of regression? How would one go about measuring collinearity? Would it be something akin to looking at levels of association via contingency table analysis (Fisher's Test, Pearson's Chi-Square test, etc.)? Or perhaps you could examine correlations of dummy variable codings?
Any information would be very helpful!
Variance inflation factor is the method I use.
I'm a researcher not a statistician (caveat) but I use:
vif(fit) # variance inflation factors
in R as recommended by Rob KabacoffCode:sqrt(vif(fit)) > 2 # problem?
"If you torture the data long enough it will eventually confess."
-Ronald Harry Coase -
Thanks trinker! What about in generalized linear models? I'm trying to evaluate the validity of a logistic model that includes categorical as well as continuous predictor variables.
I'm going to point you to a previous thread we had on this topic: http://www.talkstats.com/showthread....tic-Regression
"If you torture the data long enough it will eventually confess."
-Ronald Harry Coase -
The problem with using correlations for categorical variables is that most software use pearson product moment and that is invalid for categorical data. You should look at polychoric correlations instead. Unfortunately that takes special software like Mplus (I dont know if R does this).
It is widely held that converting categorical variables into a series of dummy variables avoids this problem. Since taking SEM I am less sure this is the case. But regardless you would have to create dummies not use the categorical variable itself.
"Very few theories have been abandoned because they were found to be invalid on the basis of empirical evidence...." Spanos, 1995
A quick look up in my trusty R In Action (by Robert Kabacoff author of quick-R) gives us an R answer for polychoric correlations.Originally Posted by noetsi
Originally Posted by Robert I. Kabacoff
"If you torture the data long enough it will eventually confess."
-Ronald Harry Coase -
One of thousands of things I have to learn in R (that is how to code it to do it).
"Very few theories have been abandoned because they were found to be invalid on the basis of empirical evidence...." Spanos, 1995
Tweet |