Re: Multicollinearity_Logistic regression

Posted by Bruce Weaver on Sep 07, 2020; 1:38pm
URL: http://spssx-discussion.165.s1.nabble.com/Multicollinearity-Logistic-regression-tp5739623p5739624.html

DISCLAIMER:  I have never used the Complex Samples commands in SPSS.  

If you were not using Complex Samples, the answer would be straightforward:
Estimate your model via the REGRESSION command to get tolerance & VIF.  But
inspection of the Command Syntax Reference manual shows that there is no CS
version of the REGRESSION command, there is only CSGLM.  And as far as I can
see, it does not have options to compute tolerance & VIF.  In that case, you
might have to "roll your own" so to speak.  This Support Forums thread from
4 years ago seems to suggest as much:

https://www.ibm.com/mysupport/s/question/0D50z00006PsOWuCAN/multicollinearity-test-on-spss-complex-samples-module?language=en_US

HTH.



Saima Shafique wrote

> Hello,
>
> I am working on a weighted sample and my question is how to test
> multicollinearity in binary logistic regression while using complex sample
> analysis?
> All of my IVs are categorical variables.
>
>
> Thanks,
>
> Saima
>
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