Definition of multicollinearity in English English dictionary
A phenomenon in which two or more predictor variables in a multiple regression model are highly correlated, so that the coefficient estimates may change erratically in response to small changes in the model or data
Exists when two or more independent variables in a regression model are highly correlated with each other
a case of multiple regression in which the predictor variables are themselves highly correlated
A condition in which the predictor variables in a regression model are themselves highly correlated Multicollinearity often leads to models in which the coefficients are poorly estimated and, while a fitted model may be good for predictive purposes, it can be difficult to interpret the relative effects of the various predictor variables One of the important properties of a designed experiment is that it avoids such a condition
A statistical problem in multiple regression analysis in which the reliability of the regression coefficients is reduced, owing to a high level of correlation among the independent variables