Correlation Is Pairwise. Multicollinearity Isn't.

Almost every regression project I've seen in the last decade starts the same way. Load the data, df.corr(), plot the heatmap, scan for red squares, drop one variable from every pair above 0.8. Then we move on, feeling like we've handled multicollinearity. We haven't. We've handled the version of it that happens to show up in pairs. The three-line... Weiterlesen