You're correct: there's a significant amount of colinearity. That's why I selected LDA and predictor screening. I get a 4% mislabeling in my LDA and can clearly distinguish between low's and high's. Next I looked at the Standardized scoring coefficients, and ranked them in order of magnitude.
Additionally, I ran a predictor screening with a 1000 trees. When I compare predictor ranking with the ranking of the standardized scoring coefficients from the LDA, there's hardly any match between higher predictor ranking and high standardized scoring coefficients.
Because they are 2 different methods I expected some differences, but not this much.
What could be the reason and which ranking list would be the most reliable (how to check the performance of the prediction screening?)