I'm imputing missing values using
mice package. My data has three numeric variables and a class variable so I am using a multilevel imputation with the
2l.norm method on the variables. However, like in these two questions, I'm getting an error that the leading minor of order 1 is not positively definite. If I understand it correctly, this error is usually due to collinearity of the variables.
Why is collinearity a bad thing? Consider a set of data where one variable is a measurement of length in cm, and the other one is in inch, and both columns have quite some missing values. We'd have collinearity for the complete cases, and they could be used to predict each other in the non-complete cases. Why does this not work this way?
Am I misunderstanding something here?