I have an ordinal logistic regression model with 12 continuous independent variables. How can I check for multicollinearity of the independent variables (I can find anything on VIF’s for ordinal logistic models)?
VIF uses the independent variables only, not the dependent variable. So you can just set your DV from ordinal to continuous and run the standard least squares fit to get the VIFs.
Thanks for your reply. I thought so too after looking at the formula for computing VIF's...but I ran two models with two different dependent variables and got different (but similar) VIF's...so I thought I must be missing something...so I went back to these models again and realized the second dependent variable had about 200 missing values so that explains the different VIF's.