collinear.sas #4
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Analysts may inadvertelntly include collinear variables in a regression. (Collinearity means that one variable is a constant plus a weighted sum of other variables.) To help users figure out which variables are collinear, the %collinear macro reports how much of the variance in each variable can be explained by the others (R2). If R2=1, then the variable in question is collinear with other variables. The macro is invoked as follows: %collinear (dataset=mydataset, vars=x1 x2 etc); where mydataset is the dataset you are working with and x1 x2 etc is a list of variables including some that may be collinear.
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I'm an experienced SAS programmer wanting to add new SAS macros to this repository. Many of my macros pertain to statistical analysis. |
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Analysts may inadvertelntly include collinear variables in a regression. (Collinearity means that one variable is a constant plus a weighted sum of other variables.) To help users figure out which variables are collinear, the %collinear macro reports how much of the variance in each variable can be explained by the others (R2). If R2=1, then the variable in question is collinear with other variables.
The macro is invoked as follows:
%collinear (dataset=mydataset, vars=x1 x2 etc);
where mydataset is the dataset you are working with and x1 x2 etc is a list of variables including some that may be collinear.