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arXiv · 2601.18072

The effect of collinearity and sample size on linear regression results: a simulation study

Stephanie CC van der Lubbe·Jose M Valderas·Evangelos Kontopantelis
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Abstract

Background: Multicollinearity inflates the variance of OLS coefficients, widening confidence intervals and reducing inferential reliability. Yet fixed variance inflation factor (VIF) cut-offs are often applied uniformly across studies with very different sample sizes, even though collinearity is a finite-sample problem. We quantify how collinearity and sample size jointly affect linear regression performance and provide practical guidance for interpreting VIFs. Methods: We simulated data across sample sizes N=100-100,000 and collinearity levels VIF=1-50. For each scenario we generated 1,000 datasets, fitted OLS models, and assessed coverage, mean absolute error (MAE), bias, traditional power (CI excludes 0), and precision assurance (probability the 95% CI lies within a prespecified margin around the true effect). We also evaluated a biased, misspecified setting by omitting a relevant predictor to study bias amplification. Results: Under correct specification, collinearity did not materially affect nominal coverage and did not introduce systematic bias, but it reduced precision in small samples: at N=100, even mild collinearity (VIF<2) inflated MAE and markedly reduced both power metrics, whereas at N>=50,000 estimates were robust even at VIF=50. Under misspecification, collinearity strongly amplified bias, increasing errors, reducing coverage, and sharply degrading both precision assurance and traditional power even at low VIF. Conclusion: VIF thresholds should not be applied mechanically. Collinearity must be interpreted in relation to sample size and potential sources of bias; removing predictors solely to reduce VIF can worsen inference via omitted-variable bias. The accompanying heatmaps provide a practical reference across study sizes and modelling assumptions.

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Stephanie CC van der Lubbe, Jose M Valderas, Evangelos Kontopantelis. 2026-01-26. The effect of collinearity and sample size on linear regression results: a simulation study. https://arxiv.org/abs/2601.18072

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