Hello everyone,
I have the problem of fitting a multiple regression model where the
response is continuous and all of the candidate predictors are binary
(0/1).
I wish to establish if there is dependency between the regressors.
My question is, can standard measures of collinearity (for example, the
variance inflation factor, condition indices and variance decomposition
proportions) still be applied when the independent variables are all
binary?
Many thanks,
Kim.
Dr Kim Pearce,
Industrial Statistics Research Unit (ISRU),
Stephenson Centre,
Stephenson Building,
Newcastle University,
Newcastle upon Tyne,
United Kingdom,
NE1 7RU.
Tel: +44 (0)191 222 6244 (note: new number),
Fax: +44 (0)191 222 7365
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