Multicollinearity means predictor variables are correlated with each other, making it harder to determine the role each of the correlated variables is playing. Mathematically, it means the standard errors are increased. Multicollinearity can have counter-intuitive effects.

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VIFs and condition indexes give different answers about multicollinearity

For a multiple regression model, all the variables have p-values below 0.05. The p value for the whole model is below 0.05 as well. When I checked for multicollinearity, I got VIFs below 5 for all the ...
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How does partial least square deal with collinearity?

I have little knowledge about statistics and PLS. Can I answer the question as below? The PLS model is linear, but the coefficients in the model are found in a different way. The principle is that ...
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5 views

How to measure the concurvity? (MGCV)

In the R package MGCV there is a function to measure the level of concurvity https://stat.ethz.ch/R-manual/R-patched/library/mgcv/html/concurvity.html What is the formula behind that? Is there any ...
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13 views

Multicollinearity in binary logistic regression analysis after latent class analysis

I am attempting to conduct a binary logistic regression but I have come to a roadblock relating to multicollinearity. I originally conducted a latent class analysis which resulted in the ...
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27 views

Interpreting signs of coefficient estimates for collinear variables in glmer

I'm doing an glmer on data in which multiple participants attempt to identify multiple words. Word identification accuracy (ACC) is the dependent measure. I want to test whether two variables related ...
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Highly correlated variables in random forest

In my understanding, highly correlated variables won't cause multi-collinearity issues in random forest model (Please correct me if I'm wrong). However, on the other way, if I have too many variables ...
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How to prevent collinearity?

Ieno & Zuur 2015 describe a number of causes of collinearity among explanatory variables entered into a linear regression. One of these causes is what they call a 'data collection' cause. They ...
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1answer
22 views

Variance Inflation Factor and Condition Indeces

My data is cross-sectional macroeconomics data. I have six independent variables (x1,x2,x3,x4,x5,x6) plus 2 dummies (d1,d2) plus 2 interactions terms (d1*x1,d2*x1).I am testing my data for ...
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22 views

Multicollinearity Using VIF and Condition Indeces

I am testing my dataset for multicollinearity using VIF and condition indices(CI).My dataset is cross-sectional macroeconomics data. I have 6 independent variables (x1,x2,x3,x4,x5,x6) plus 2 dummies ...
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16 views

VIF & CI in Regression with Dummies and Interaction Terms

I am checking my dataset for multicollinearity using VIF and condition indices(CI).My dataset is cross-sectional macroeconomics data (n=75). I have six independent variables (x1,x2,x3,x4,x5,x6) plus ...
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25 views

VIF Values for Multicollinearity

I have cross-sectional data which I obtained from panel data. All the variables are on macroeconomics with n=75. I want to check my variables for multicollinearity using VIF. I got the following ...
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47 views

Multicollinearity: does if matter which variable I remove?

Say I'm running a multiple linear regression. I have 4 explanatory variables: A, B, C and D. Pearsons correlation coefficient for A and B is 0.90. I decide to remove either A or B prior to running ...
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29 views

Multicollinearity as interaction terms added: Separate or common analysis?

Using OLS, the starting aim of my analysis is to study how different types of credit card contracts affect the dependent variable (y: use of credit cards). I have generated three dummies (v1, v2, v3) ...
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29 views

Multiple linear regression: does BIC drop (vaguely) collinear variables?

Say I have the following multiple linear regression: Y ~ X1 + X2 + X3 + X4 All X variables are independent, but X1 and X2 look kind of linearly related when ...
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53 views

How to interpret VIF?

I am using the vif function in the R package car to test for multicollinearity. I am a little confused at the output given. For example, I have 5 variables (x1, x2, ...
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45 views

Does a decrease in standard error from one model to another suggest collinearity?

Say I have model 1 and model 2. y1 = b0 + b1x1 + u y2 = b0 + b1x1 + b2x2 + u If there is an increase in the standard error of x1 from model 1 to model 2, does this suggest collinearity between the ...
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27 views

How to interpret this?

Good day again! For my thesis, I used 2 types of test to measure 3 types of dimensions for Perefectionism. The results for the correlation is everything is correlated (p>0.01). Then when I computed ...
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Multicollinearity? Non-significant multiple-linear regression, highly correlated regressors but low variance inflation factor

I have a small sample (30 obs) and 4 independent variables, 3 of which are significantly correlated to each other. I have tried to run the simple linear regression on each of them separately and it ...
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49 views

Multicollinearity and interaction terms

My dataset has 2734 observations (but in some speficitations, that number reduces to 1280). I also have interaction terms (in some specifications, even fourth-order terms). As far as I know, ...
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1answer
56 views

How multicolinearity affect the prediction

In a linear regression model, if some of the predictors are correlated, then in the output of most software, you will see very large p-value in those coefficients and very high standard error. My ...
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9 views

Elastic net is being used in genome wide analysis. Similar approach would work for survey analysis?

I'm approaching the elastic net procedure for genome wide analysis (GWAS) because it allows for feature selection, groups detection and improved validity. It's a powerful technique when you have many ...
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380 views

How seriously should I consider the effects of multicollinearity in my regression model?

I have a model y ~ x + z and the correlation between x and z is 0.2. This is only weakly positive. So, how seriously should I consider the effects of ...
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1answer
93 views

Change in order of predictors breaks logistic model estimation (glm, R)

I am fitting a binomial logistic regression in R using glm. By chance, I have found out that if I change the order of my predictor variables, glm fails to estimate the model. The message I get is ...
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Technique for estimating sensitivity to multiple correlated variables

The problem is estimating linear coefficients (in this case, the output is neural firing rate, and the parameters represent sensitivity to different sensory inputs) to multiple potentially correlated ...
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VIF for generalized linear model

Is the variance inflation factor useful for GLM models. Below example shows OLS is showing VIF>5, but GLM lower. GLM shows instability in the coefficients between train and test set. ...
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16 views

Multicollnearity in backward selection approach

When I build my most parsimonious model using a backward selection approach, do I have to worry about multicollinearity. I mean, do I first check for multicollnearity and drop the variables which has ...
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Multiple regression - how to deal with mixed linear and non-linear variables

Say I have a bunch of explanatory variables to predict a continuous independent variable. Below, a simple toy example: I think it would be easiest to do a log-log transform and proceed with linear ...
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103 views

Linear regression model mistakenly gives $R^2$ equal to 1

I'm using R to create a linear regression model from survey data about public sentiment for a new technology. I am encountering a problem where the addition of a new explanatory variable raises the ...
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25 views

Co-linear covariate in regression what if take one out?

I understand that there are a few ways to deal with correlated or co-linear covariates ( PLS or AIC, and Lasso) But my problem here is: If you have 2 covariates x1 and x2 that are correlated(you ...
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Edited: Glmer model won't run all factor levels due to multicolinearity - can you have pseudo-multicolinearity?

I have a repeated measures design in which I have tested 112 individuals each with three different 20 second playback stimuli. I used a random block design where an individual was assigned to 1 of 6 ...
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28 views

transform variables then check for collinearity or other way round?

I was planning to construct a model with around 19 explanatory variables and one response variable. I have some confusion on following thing: If transformation is required in case of explanatory ...
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1answer
55 views

Multiple regression with correlated variables

I am trying to do multiple regression analysis of a continuous health variable (yval) keeping age, gender, height (cm), weight (kg) and waist (cm) as predictor variables for a database of about 7000 ...
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38 views

What to make of countervailing spatial regression coefficients?

I am running regressions across a country's counties (N about 300). I divide the country in two regions A and B to control for potential unobservables. My explanatory variable varies at the county ...
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Principal Component Regression with an additional factor

I am looking to tease out the significance and contribution of a particular variable to 2 different continuous responses. I have 7 continuous variables I know to be influential on the two responses ...
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Three percentage indicators into one (or two measures) in regression moder

I am working with a data set resembling the extract below: ...
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Invertibility of $X^TX$ with severe multicollinearity in regression

I am studying about multicollinearity in regression and in the book it says, "if there is severe (but not perfect) multicollinearity, two or more predictor variables are highly correlated, so $X^TX$ ...
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What happens under the coexistence of biased estimation and multicollinearity?

I understand that multicollinearity induces inflated standard errors but doesnt bias coefficients while error-correlated omitted variables biases coefficient but what happens under the coexistence of ...
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Collinearity in multivariate regression with huge amounts of data

Take the following example. I wish to predict physical performance as a function of height and weight. I already know weight negatively affects performance. Height also negatively affects performance, ...
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27 views

high correlation between IVs, but VIF and tolerance normal?

In a multiple regression analysis: If two variables are correlated by more than .8, but the VIF for each of them are 1.005 and 1.006 and the tolerance numbers .994 and .995, what exactly does this ...
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198 views

Should we test error terms for auto correlation or multicollinearity

I understand the basic difference in definition between multicollinearity and autocorrelation. I.e multicollinearity describes a linear relationship between whereas autocorrelation describes ...
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23 views

Linear Regression - Number of Predictors - Negative Weight [duplicate]

I am trying to prep myself for data science interview & I saw the following question on a forum You have several variables that are positively correlated with your response, and you think ...
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52 views

Variance Inflation Factor less than 1 in ridge regression?

I was trying to determine the biasing constant in ridge regression when I came across a phenonomenon that seems quite puzzling, to me at least. I let the GCV criterion choose a constant for me and ...
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Predictor variables sum up to 1 but not necessarily correlated - is it a problem? [closed]

I am trying to fit hierarchical mixture model (using ML and MCMC, but this shouldn't matter) where the linear predictor part contains 17 independent variables. These are habitat variables: for each ...
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Principal component regression on polynomial terms

One of the data sets I am working upon had 3 variables which were having almost 100% correlation among themselves. Since I am learning regression modelling I thought I'll do principal component ...
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Multicollinearity? Weighted or unweighted covariance?

I am working with several regression models with different dependent variables where two of my independent variables of interest are correlated: I am wondering if the large standard errors associated ...
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What is the best way to test if an IV has a stronger effect on the DV than another IV that a subset of the first IV?

I wish to investigate the effect of general international experience of a corporation measured as the number of foreign subsidiaries it own vs. the effect of local experience in a region measured as ...
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108 views

Should fixed effect dummies be included in multicollinearity diagnostics (VIF calculations) for regression?

I am currently in the progress of performing multicollinearity diagnostics for a logistic regression model using tolerance and VIF calculations based on recommendations in Allison (2012) (Logistic ...
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Why do we use the term multicollinearity, when the vectors representing two variables are never truly collinear?

When two vectors $a$ and $b$ are collinear, then $a = xb$, (where $x$ is a scalar) so in linear algebra, collinearity is a narrowly and clearly defined (and binary) concept. Two vectors -- in my ...
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Variable selection multiple data types

I'm working on a data set containing 45 predictors that cover metric, ordinal and nominal variables. Aiming to finally build a model, which explains the interacting effect of a set of predictor ...
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what if response variable is 'yes or no' in R?

How to analyze above the data to predict the probability that people have disease with a model? Factors thought to influence infection include city, age, and diet. BUT, I don't know how to do ...