Help with collinearity
- Thread starter dinsya
- Start date
- Tags collinearity
In addition to Dragan's suggestion, one question we should ask if how you identified collinearity? VIF? A gut feeling? Even if collinearity exists, you should be careful before removing one of the variables. As I mentioned in a different post:
Which of the colinear variables to eliminate should be considered carefully. I would first look for ones that are positively correlated and that ultimately measure similar attributes of the system. Beware eliminating one variable in a negatively correlated pair of variables, unless you can show they're a proxy for the same feature of the system at large (i.e. both directly increase cortisol activity in the cell such as an increase in receptors and a decrease in binding globulins). Use your knowledge of all 30 of the independent variables in conjunction with variance inflation factors. Concerning variance inflation factors (VIFs), I would be aware of an unsettling trend in the literature towards acceptance of increased VIFs. That is, I've seen some papers suggesting that VIFs as high as 10 pose no issue at all. Ugh.
Which of the colinear variables to eliminate should be considered carefully. I would first look for ones that are positively correlated and that ultimately measure similar attributes of the system. Beware eliminating one variable in a negatively correlated pair of variables, unless you can show they're a proxy for the same feature of the system at large (i.e. both directly increase cortisol activity in the cell such as an increase in receptors and a decrease in binding globulins). Use your knowledge of all 30 of the independent variables in conjunction with variance inflation factors. Concerning variance inflation factors (VIFs), I would be aware of an unsettling trend in the literature towards acceptance of increased VIFs. That is, I've seen some papers suggesting that VIFs as high as 10 pose no issue at all. Ugh.