The REG Procedure

## Example 55.11: Plotting Variance Inflation Factors

This example uses the REG procedure to create plots from a data set. The variance inflation factors (output by the OUTVIF option in the previous example) are plotted against the ridge regression control values k. The following statements create Output 55.11.1:

```   data b (keep=_RIDGE_ x1-x3 x1x2 x1x1);
set b;
if _TYPE_='RIDGEVIF';
label x1='variance inflation factor';
run;

legend3 position=(top right inside) across=3
cborder=black cframe=white
label=(color=blue position=(top center)
'independent variables')
value=('X1' 'X2' 'X3' 'X1X2' 'X1X1');
symbol1 c=blue   /*v=circle  */;
symbol2 c=yellow /*v=x       */;
symbol3 c=cyan   /*v=triangle*/;
symbol4 c=green  /*v=square  */;
symbol5 c=orange /*v=diamond */;
title 'Variance Inflation Factors of Acetylene Data';

proc reg data=b;
var _RIDGE_ x3 x1x2 x1x1;
model x1=x2 / noprint;
plot (x1 x2 x3 x1x2 x1x1)*_RIDGE_
/ nomodel nostat legend=legend3 overlay
vaxis = 0 to 75 by 25 cframe=ligr
haxis = 0 to .02 by .002;
footnote "Note: the VIF at k=0 is 7682 for X1, "
"6643 for X1X1, 345 for X1X2, and 320 for X2";
run;
```

The GPLOT procedure can create the same plot with the following statements. The resulting display is not shown in this report.

```   axis1 label=(a=90 r=0 'variance inflation factor')
order=(0 to 75 by 25) minor=none;
proc gplot data=b;
plot (x1 x2 x3 x1x2 x1x1)*_RIDGE_
/ legend=legend3 overlay frame
vaxis = axis1
haxis = 0 to .02 by .002 hminor=0;
footnote "Note: the VIF at k=0 is 7682 for X1, "
"6643 for X1X1, 345 for X1X2, and 320 for X2";
run;
```

Output 55.11.1: Using PROC REG to Plot the VIFs 