I am running a Logistic regression on 6 independent variables and running chisquare tests shows high degree of association between 4 independent variables. Most of the topics suggest running first uni-variate regression and then keep on adding variables. I havent got any good guide for how to run this. PLease help!
Best Answer
To add to Maarten Buis's answer:
You may consider checking VIF (Variance Inflation Factor). Or it's generalized version GVIF if you have categorical independent variables (IVs).
You first put all your IVs into regression and remove the one with greatest VIF. Then redo calculations, and proceed until yoy have only IVs with (G)VIF below 10 or 5 (you can find different guidelines for cut-off value)
More detailed discussion about GVIF is here:
Which variance inflation factor should I be using: $text{GVIF}$ or $text{GVIF}^{1/(2cdottext{df})}$?
Similar Posts:
- Solved – How is GVIF calculated for categorical variables?Also is there any other way to detect multi co-linearity of categorical variables
- Solved – how to calculate VIF in logistic regression
- Solved – Identical VIF/Tolerance scores – Multiple regression
- Solved – Chi Square test to measure degree of association
- Solved – VIF calculation in regression