You have a Multiple Linear Regression model that is performing poorly, and you suspect multicollinearity is the issue. How would you confirm this suspicion and rectify the problem?
- Add more features
- Check the VIF and apply regularization
- Guess the correlated variables
- Increase the number of observations
You can confirm multicollinearity by checking the Variance Inflation Factor (VIF) for the variables. If high VIF values are found, applying regularization methods like Ridge regression or feature selection techniques can help rectify the problem by penalizing or removing correlated variables.
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