Multicollinearity Issue
Multicollinearity happens when two or more predictor/independent variables/regressors are highly correlated. I have been discussed about this issue many times by colleagues and journal reviewers. Paul Allison has a blog of some rules of thumb: When Can You Safely Ignore Multicollinearity? Wikipedia also has a article about this issue. It's true this is issue theoretically, but based on my experience in public health of chronic diseases, if the selection of predictors based on the logic/knowledge behind the model but not dump everything in one model, this should not be an issue.
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