In a logistic regression setting, can there be a relation between the fact that covariates are highly correlated and the problem of perfect(quasi-perfect) separation?
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$\begingroup$ That's a good question, but I think one should try to formulate it in a more precise way. Correlation is a property of the covariates only whereas separation is a proporty of both covariates and response. So I'm pretty sure you can think of example with very correlated covariate and no separation at all and vice-versa. $\endgroup$– PohouaJun 21, 2020 at 12:22