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Data Science

Welcome to Data Science Stack Exchange

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When to remove correlated variables

up vote 14 down vote favorite

Can somebody please suggest what is the correct stage to remove correlated variables before feature engineering or after feature engineering ?

2 Answers

up vote 4 down vote accept

You should consider checking VIF(Variance Inflation Factor). Try removing features with higher VIF. Generally, it is preferred that VIF is below 10.

up vote 3 down vote

Determine the covariance, and do your initial work with the highest set.

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When to remove correlated variables

up vote 14 down vote

Can somebody please suggest what is the correct stage to remove correlated variables before feature engineering or after feature engineering ?

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up vote 9 down vote

You should consider checking VIF(Variance Inflation Factor). Try removing features with higher VIF. Generally, it is preferred that VIF is below 10.

edit

This is quite similar to my answer in datascience.stackexchange.com/questions/36634/… - Siddhi Kiran Bajracharya Aug 10 '18 at 19:15

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