If the clippings are long, you should collect them or they will create shade. If your lawn is dense and healthy and the clippings are 1 to 3 cm in length, you can leave them.
However, you should always collect the clippings, no matter how long they are, if the weeds in your lawn are seeding. If you don’t, you will be inadvertently “reseeding” these weeds throughout your lawn.
