multicollinearity definition

  • noun:
    • A phenomenon by which a couple of predictor variables in a multiple regression model are very correlated, so your coefficient estimates may alter erratically as a result to small alterations in the model or data.
    • an instance of multiple regression where the predictor variables are themselves extremely correlated

Related Sources

  • Definition for "multicollinearity"
    • A phenomenon by which a couple of predictor…
    • View More
  • Sentence for "multicollinearity"
    • A problem in regression analysis is…
    • View More
  • Hypernym for "multicollinearity"
  • Etymologically Related for "multicollinearity"
41 votes

How would you define multicollinearity?

All the definitions on AZdictionary were written by people just like you. Now's your chance to add your own!