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;