Questions tagged [collinearity]

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6
votes
3answers
988 views

Correlation vs Multicollinearity

I have been taught to check correlation matrix before going for any algorithm. I have a few questions around the same: Pearson Correlation is for numerical variables only. What if we have to check ...
3
votes
1answer
4k views

How to interpret Variance Inflation Factor (VIF) results?

From various books and blog posts, I understood that the Variance Inflation Factor (VIF) is used to calculate collinearity. They say that VIF till 10 is good. But I have a question. As we can see in ...
2
votes
1answer
475 views

Can GLM( generalized linear method) handle the collinearity between the predictor variables in a regression-analysis?

I'm a beginner in Machine learning and I've studied that collinearity among the predictor variables of a model is a huge problem since it can lead to unpredictable model behaviour and a large error. ...
1
vote
1answer
637 views

decision -tree regression to avoid multicollinearity for regression model?

I read in comments a recommendation for decision tree´s instead of linear models like neural network, when the dataset has many correlated features. Because to avoid multicollinearity. A similar ...