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Questions tagged [multicollinearity]

62 questions
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how vifcor function works in R

I'm using vifcor and vifstep functions from the usdm package in R to detect multicollinearity. My understanding for vifcor is that if I put the threshold as 0.9 for example it should give me all the variables with vif values <= 9. But the results…
Areej
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vif(): "Warning message: No intercept: vifs may not be sensible." Trying to check multicollinearity with multinomial logistic regression

I am trying to create a multinomial logistic regression model using nnet::multinom(). I have 2 independent variables (numeric from 0 to 10) and a dependent variable (factor with 4 levels 1,2,3,4). The problem is that when checking for…
Mari
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Bias and variance calculation for Ridge estimator of β

I understand how bias and variance for ridge estimator of β are calculated when the model is Y=Xβ + ϵ. But I have the model Y=Xtβ + ϵ. I don't understand if a model like that makes sense, can someone help me with that? If it does, how to derive the…
EmiliaC
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Error when using a RasterBrick to running vifstep() from usdm in R

I'm trying to use a RasterBrick to run the vifstep function from usdm in R and I'm getting the following error: Error in model.frame.default(formula = .dd[, i] ~ ., data = .dd[-i], drop.unused.levels = TRUE) : 'data' must be a data.frame,…
AmandaKM
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how do you test for collinearity of raster files in R studio

I have inputted bioclimatic variables into R studio in which I wish to test them for collinearity so that I can remove highly correlated variables for completion of a species distribution model. I have managed to stack the raster files so far but…
Abby Lou
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In logistic regression model in Python, how to treat multicollinearity

In logistic regression model in Python, how to treat multicollinearity in Python in logistic regression model. What do we do when there are high correlated variables from a correlation matrix. Suggest me python steps to reduce multicollinearity
Saugat Nayak
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concurvity {mgcv} - "Error in forwardsolve..."

I have a model that converged, but when I try to check for concurvity (used "multicollinearity" as it's the only working tag) I repeatedly get this error message. It occurs no matter which terms or how many I kick out. My data is 1,500 rows x 23…
Nate
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How to choose the best threshold when removing multicollinear features with hierarchical clustering on Spearman rank correlation?

I am reading currently this documentation https://scikit-learn.org/stable/auto_examples/inspection/plot_permutation_importance_multicollinear.html#handling-multicollinear-features in order to handle multicollinearity in a dataset. It says "Next, we…
John B
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Multinomial logistic regression in R: multicollinearity issues in mlogit, not in multinom (nnet)

I want to run a multinomial logistic regression model, to compare the accuracy results of a random forest model in predicting a three-levels outcome. From what I read, the possible alternatives in R are multinom from nnet package and mlogit.…
kris
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Feols - fixest: variable should drop because of multicollinearity, but doesn't (always)

I am working with a dataset which consists of loan amounts (variable "ln_amount_alt2") given by different banks (variable "name") to different borrowers (variable "permid"). I am interested in finding out whether loan amounts are different after a…
Mathieu
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Exclude Interacted variable to avoid colinearity dropping variables in FE regression (R)

I am running a regression such as the following: library(fixest) reg <- feols(data = df, outcome ~ interaction * (typeA + control1 + control2 + control3) + interaction * (typeB + control1 + control2 + control3) + interaction * (typeC + control1 +…
flâneur
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perfect multicollinearity in glm

I wanted to know how to solve the problem of perfect multicollinearity in a glm that I fit in R I wanna to see if the morphological measures can predict the a bird's arrival day in territory, so I have tarsus, wing and tail, I'm also want to see the…
Tarso Ciolete
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Why can a correlation matrix be singular?

The Error: LinAlgError: Singular matrix I am using the function correlate() from python package 'mcerp'. My error comes when trying to input this correlation matrix into the function. array([[1. , 0. , 0.1 , 0.1 , 0.1 , 0.1 , 0.1 , 0.3 , 0.5 , 0. …
wgraves25
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Hat matrix of Beta Ridge Regression in R

I have seen different questions but my query is about their combination. How to calculate Hat matrix for Beta regression? My actual issue is about W. Is this a link function (Logit)? Then how to add in code? because hatvalues() and my manual code…
J AK
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Multicollinearitytest for binary logistic regression in in R?

How can multicollinearity be tested for a binary logistic Regression in R? I tried correlation tables but I dont exactly know what to do.
Ella
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