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cwr41
Level I

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

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!

2 REPLIES 2
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ron_horne
Super User

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

Hi @cwr41 

have a look at this discussion.

How to examine VIF in a generalized regression report? 

let us know if it helped.

ron

 

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

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.

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