Multicollinearity
Definition & Meaning
Part of speech noun
Quick meaning: Multicollinearity is a noun meaning (statistics) 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.
Meaning
(statistics) 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.
Word Forms
- multicollinearities
Related Words
Related dictionary entries include multicolinearity, hypercollinearity, colinearity, collinearity, microcolinearity, intercorrelation.
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Sources & Attribution
FreeDictionaryAPI.com / Wiktionary · Original source · CC BY-SA 4.0
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