Is there a rule of thumb for excessive concurvity? For example, I've heard that a VIF of $>10$ suggests that multicollinearity may be a problem (e.g., in this CV answer), but I cannot find a similar rough guide for concurvity. I realise that such rules are very woolly and must be taken with a grain of salt, but a ballpark number is often useful, too...
Asked
Active
Viewed 155 times
