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What is collinearity and what to do with it? How to remove multicollinearity?

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Multicollinearity exists when an independent variable is highly correlated with another independent variable in a multiple regression equation. This can be problematic because it undermines the statistical significance of an independent variable.

You could use the Variance Inflation Factors (VIF) to determine if there is any multicollinearity between independent variables — a standard benchmark is that if the VIF is greater than 5 then multicollinearity exists.

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