Hi,
I am having a problem in calculating VIFs for a multinomial logit. My dependent variable contains 3 alternatives for a mlogit. Bivariate correlations show values over 0.7, therefore I want to test for multicollinearity with VIFs. However using the vif command does not work for mlogits. Is there another possibility to calculate VIFs for a mlogit?
I read that a linear regression is sufficient in that case, but should I include the 3 alternatives of the independet variable into the linear regression or just test the independet variables. Another source even said it is fine to treat the categorial dependet varaible as continous for the linear regression.
Has anyone dealt with this before?
Thank you for your help and kind regards,
Peter
I am having a problem in calculating VIFs for a multinomial logit. My dependent variable contains 3 alternatives for a mlogit. Bivariate correlations show values over 0.7, therefore I want to test for multicollinearity with VIFs. However using the vif command does not work for mlogits. Is there another possibility to calculate VIFs for a mlogit?
I read that a linear regression is sufficient in that case, but should I include the 3 alternatives of the independet variable into the linear regression or just test the independet variables. Another source even said it is fine to treat the categorial dependet varaible as continous for the linear regression.
Has anyone dealt with this before?
Thank you for your help and kind regards,
Peter
