advice in multicollinearity section of vignette #828
Description
<opinion>
The section on multicollinearity suggests removing predictors with high VIF from the model. I would argue this is not, in general, a good idea. My latest collection of references supporting my opinion, spanning 2003-2024, is listed below ...
</opinion>
<also_opinion>
Some of the prose is a little awkward and could (IMO) use some tweaking.
</also_opinion>
Happy to discuss further/submit a PR for either or both of these sub-issues ...
references
- Feng, Xiao, Daniel S. Park, Ye Liang, Ranjit Pandey, and Monica Papeş. 2019. “Collinearity in Ecological Niche Modeling: Confusions and Challenges.” Ecology and Evolution 9 (18): 10365–76. https://doi.org/10.1002/ece3.5555.
- Graham, Michael H. 2003. “Confronting Multicollinearity in Ecological Multiple Regression.” Ecology 84 (11): 2809–15. https://doi.org/10.1890/02-3114.
- Gregorich, Mariella, Susanne Strohmaier, Daniela Dunkler, and Georg Heinze. 2021. “Regression with Highly Correlated Predictors: Variable Omission Is Not the Solution.” International Journal of Environmental Research and Public Health 18 (8): 4259. https://doi.org/10.3390/ijerph18084259.
- Lumley, Thomas. 2024. “Collinearity Four More Times” Biased and Inefficient (blog) November 21, 2024. https://notstatschat.rbind.io/2024/11/21/collinearity-again/.
- Morrissey, Michael B. ; Ruxton, and Graeme D. Ruxton. 2018. “Multiple Regression Is Not Multiple Regressions: The Meaning of Multiple Regression and the Non-Problem of Collinearity.” Philosophy, Theory, and Practice in Biology 10. http://dx.doi.org/10.3998/ptpbio.16039257.0010.003.
- O’Brien, Robert M. 2007. “A Caution Regarding Rules of Thumb for Variance Inflation Factors.” Quality & Quantity 41 (5): 673–90. https://doi.org/10.1007/s11135-006-9018-6.
- Vanhove, Jan. 2021. “Collinearity Isn’t a Disease That Needs Curing.” Meta-Psychology 5 (April). https://doi.org/10.15626/MP.2021.2548.