a125685446 发表于 2010-5-13 21:58 
我想用sas做多重共线性问题，用的是容忍度这个指标，请问sas怎么编程，给一个过程步，谢谢！
You may use vif and collin on model statement for Variance Inflation Index and Condition Number, both are good indicators for collinearity. Here is an example. Hope it helps.
data t1;
do i = 1 to 100;
x=rannor(123);
x2=x+0.001*rannor(123);
err= rannor(123);
y=1+ x+x2 + err;
output;
end;
run;
proc reg data=t1;
model y=x x2/tol vif collin ;
run;
quit;
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