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NoScoped
NoScoped
Level I

How to examine VIF in a generalized regression report?

Jan 19, 2018 02:27 PM (16420 views)

Hi there,

 

I'm trying to check for collinearity and want to examine the VIF in my zero-inflated negative binomial regression. How would I go about doing that? I found online that I should context click the parameter estimates and add VIF as a metric. How do I context click?

 

Thank you.

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cwillden
Super User (Alumni) cwillden
Super User (Alumni)
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Re: How to examine VIF in a generalized regression report?

Jan 19, 2018 03:51 PM (16596 views)  |  Posted in reply to message from NoScoped 01-19-2018

Hi @NoScoped,

I think that just means to right-click.  I don't have JMP Pro, so I can't verify that you can do this in with the Generalized Regression personality, but I know this works in an standard least squares report.  You just right-click anywhere in the Parameter Estimates table and select Columns > VIF.

VIFs are completely independent of the response variable, so even if that doesn't work in the Generalized Regression report, you can always use a dummy response with a standard least squares personality and get the VIFs.

-- Cameron Willden

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cwillden
Super User (Alumni) cwillden
Super User (Alumni)
Solution

Re: How to examine VIF in a generalized regression report?

Jan 19, 2018 03:51 PM (16597 views)  |  Posted in reply to message from NoScoped 01-19-2018

Hi @NoScoped,

I think that just means to right-click.  I don't have JMP Pro, so I can't verify that you can do this in with the Generalized Regression personality, but I know this works in an standard least squares report.  You just right-click anywhere in the Parameter Estimates table and select Columns > VIF.

VIFs are completely independent of the response variable, so even if that doesn't work in the Generalized Regression report, you can always use a dummy response with a standard least squares personality and get the VIFs.

-- Cameron Willden

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