topic How to find VIFs in a Nominal Logistic Regression? Using JMP Pro 14 in Discussions

How to find VIFs in a Nominal Logistic Regression? Using JMP Pro 14

cwr41 — Wed, 12 Feb 2020 17:43:10 GMT

I've tried right-clicking in the table of parameter estimates and adding as a column, but the option is not there. I also tried Help -- Statistics Index -- multicollinearity -- launch.

Is there anything else I could try?

Thanks!

Re: How to find VIFs in a Nominal Logistic Regression? Using JMP Pro 14

ron_horne — Thu, 13 Feb 2020 00:24:21 GMT

Hi @cwr41

have a look at this discussion.

let us know if it helped.

ron

Re: How to find VIFs in a Nominal Logistic Regression? Using JMP Pro 14

Mark_Bailey — Thu, 13 Feb 2020 10:19:15 GMT

I do not find VIF as an available column in the Parameter Estimates table in GenReg either.

I tried to obtain the model matrix X without going to a lot of trouble but these platforms do not provide direct access to it.

Since the VIF is about the correlation among the estimates and it has nothing to do at all with the response Y, you might use Fit Least Squares to regress your linear predictor against a continuous Y in your data table. If you don't have one, you could simulate one. Any random response will do. You are not interested in the relationship (e.g., R square) between Y and X but just within the X matrix. Now you can select VIF in the Parameter Estimates.

Kind of round-about, I know. There might be a reason to intentionally omit VIF but I am not aware of it.