multicollinearity

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English[edit]

Etymology[edit]

multicollinear +‎ -ity

Noun[edit]

multicollinearity ‎(countable and uncountable, plural multicollinearities)

  1. (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.

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