multicollinearity

How to Address Multicollinearity?

Several strategies can be employed to address multicollinearity in epidemiological studies:
Variable Selection: Removing one of the correlated variables from the model can help reduce multicollinearity. This decision should be based on theoretical considerations and domain knowledge.
Principal Component Analysis (PCA): PCA can be used to transform the correlated variables into a set of uncorrelated components, which can then be used as predictors in the regression model.
Ridge Regression: This technique adds a penalty to the regression model to shrink the coefficients of the correlated predictors, thereby reducing multicollinearity.
Centering the Data: Subtracting the mean from each predictor variable can sometimes help reduce multicollinearity, especially when interaction terms are present.

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