title 'Collinearity in regression'; data EXAMPLE1; Title2 'Uncorrelated independent variables'; Input X1 X2 Y; cards; 4 2 42 4 2 39 4 3 48 4 3 51 6 2 49 6 2 53 6 3 61 6 3 60 Proc Print; Proc Reg data=EXAMPLE1; Model Y = X1 X2 / TOL /* tolerance */ VIF /* variance inflation factors */ CORRB /* correlations of b estimates */ SS1 SS2 /* type 1 and 2 SSR */ COLLINOINT; /* collinearity diagnostics */ data EXAMPLE2; Title2 'Highly correlated predictors (Hald''s data)'; Input X1-X4 Y; cards; 7 26 6 60 78.5 1 29 15 52 74.3 11 56 8 20 104.3 11 31 8 47 87.6 7 52 6 33 95.9 11 55 9 22 109.2 3 71 17 6 102.7 1 31 22 44 72.5 2 54 18 22 93.1 21 47 4 26 115.9 1 40 23 34 83.8 11 66 9 12 113.3 10 68 8 12 109.4 proc print; Proc Reg data=EXAMPLE2; Model Y = X1-X4 / TOL VIF CORRB SS1 SS2 /* type 1 and 2 SSR */ COLLINOINT;