multicollinearity
Meaning
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.
Synonyms
multivariate analysis
regression analysis
statistical methods
analysis of covariance
bayesian theory
best linear unbiased predictor
component analysis
correspondence analysis
cross sectional analysis
discriminant analysis
discriminant method
distribution of frequency
factorial analysis
monte carlo method
multiple regression analysis
path analysis
probability analysis
statistical dispersion
statistical uncertainty
statistical variation
statistics as science
Etymology
From multicollinear + -ity.
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