Hello,
If we are running a regression model and we have a problem of Multicollinearity. We try to fix this by getting the VIF of the independent variables. Once we find the variables which are having a high VIF, should we omit them from the regression model calculation?
Regards,
Aditya
If we are running a regression model and we have a problem of Multicollinearity. We try to fix this by getting the VIF of the independent variables. Once we find the variables which are having a high VIF, should we omit them from the regression model calculation?
Regards,
Aditya