if its just yellowing and not diseased... if its healthy and only yellow but not damaged you can leave it. If you're plant is really full of these leaves I remove some to allow better air flow. Airflow as the plant fills in and gets near the dangerous mold part of the season is a valuable thing.
I think when it's yellow it means it's either a deficiency or if the plant looks healthy, is because the plant already used all the energy stored on the fan leave.
Like skullz said, removing the very yellow ones, which aren't helping the plant, it's smart for increase air flow and keep mold away.
If the fan leaf is not fully yellow i wouldn't fuckwith it!
Peace!
I remove the yellow leaves only if the plant is ready to get rid of them, meaning that I don't have to pull too hard to remove it and they come right off.
At this stage the plant has allready built a layer of cork between the stem and the leaf so there isn't any nutrient flow anymore and pathogens have a harder time to get into the plant.