1
$\begingroup$

I want to test if there is multi collinearity in my dataset. This is made up of multiple ordinal independent variables. Am I correct that this should be done as shown below

Model <- lm(BinaryVar~ OrdV1+OrdV2+OrdV3+OrdV4)

Library(car)
Vif(Model)

This yields GVIF values and GVIF^1/(2*Df) which I believe are equivalent to VIF.

Is this the correct way to treat ordinal variables and calculate multicollinearity?

I have read that you should turn ordinal variables into dummy variables to do this here Testing multi-collinearity of ordinal independent variables in R

I have found nothing else to confirm this. Is my method of calculating VIF correct?

Improve this question
$\endgroup$

0

Reset to default

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service and acknowledge you have read our privacy policy.