How to avoid Multicollinearity in Categorical Data?
pd.get_dummies silently introduces multicollinearity in your data. In this tutorial, we will walk through a simple example on how you can deal with the multicollinearity by using pd.get_dummies(drop_first=True) and also by using Lasso regression. Linear Regression assumes the features to exhibit no multicollinearity so treating it is an important step in machine learning model building process.
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