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by PragmaticPulp
1388 days ago
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The researchers tried to subtract out the mortality risk of elevated C-reactive protein (aka CRP, inflammation market) and higher fasting insulin. However, both elevated CRP and higher fasting insulin are correlated with obesity, so controlling for these variables seems misleading. |
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Well: https://en.wikipedia.org/wiki/Multicollinearity
Summary: highly correlated variables don't fundamentally mess up the inference (coefficient estimates are still unbiased), the estimation becomes numerically unstable, however, and individual coefficients might be messed up because of that. This is reflected in the standard errors, so you're more likely to miss effects (type II error).