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Collinearity diagnostics for (mixed) multinomial models

Many thanks to John and Philip (and Georges behind the scenes). I'll keep
an eye on this thread. If there's a solution before my thesis goes to
print, I'll certainly adopt it posthaste.

Otherwise, I might just end up reporting all C-1 GVIF^(1/(2*DF)) statistics
for each binary subregression for each predictor, as calculated by
car::vif(). It's a bit messy, but then multinomial models themselves are
messy with their C-1 sets of coefficients, and this would be no different.
At least it's maximally transparent.

That said, I hope our experts reach a breakthrough.

Best,

Juho





ke 1. helmik. 2023 klo 18.19 John Fox (jfox at mcmaster.ca) kirjoitti: