SAS PROC LOGISTIC TESTS

Are there any commands in SAS that would test a logit model in PROC
LOGISTIC for multicollinearity, heteroskedasticity, or serial
correlation ? PROC REG has the VIF, DW options in the model statement
but not in PROC LOGISTIC. I could probably write a routine, but
frankly, I’m not even sure about how to get the ‘residuals’ necessary
for some of these tests. I know that RESDEV and RESCHI in the model
statement gives residuals, but can I treat these the way I would treat
residuals from OLS?
.

Relevant Pages

  • Re: multiple regression assumptions SAS
    ... To test the assumption in multiple regression is that the errors are ... you would output the residuals from PROC REG ...
    (sci.stat.math)
  • Re: SAS PROC LOGISTIC TESTS
    ... PROC REG has the VIF, DW options in the model statement ... I do not know of a way to test for multicollinearity in PROC LOGISTIC. ...
    (sci.stat.consult)
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