- Multicollinearity occurs where there is a high correlation between two or more independent variables in a regression analysis. There is considerable disagreement about the degree of correlation that must exist between independent variables before they are considered to be multicollinear. Extreme multicollinearity (for example a correlation of .70 or higher between two independent variables) has adverse effects on the standard errors of the regression coefficients (and hence on tests of their statistical significance and confidence intervals).
Dictionary of sociology. 2013.
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Multicollinearity — is a statistical phenomenon in which two or more predictor variables in a multiple regression model are highly correlated. In this situation the coefficient estimates may change erratically in response to small changes in the model or the data.… … Wikipedia
Multicollinearity — In statistics, the occurrence of several independent variables in a multiple regression model are closely correlated to one another. Multicollinearity can cause strange results when attempting to study how well individual independent variables… … Investment dictionary
multicollinearity — noun 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. See Also: multicollinear … Wiktionary
multicollinearity — In multiple regression analysis, a situation in which at least some independent variables in a set are highly correlated with each other. [multi + L. col lineo, to line up together] … Medical dictionary
multicollinearity — mul·ti·col·lin·ear·i·ty … English syllables
multicollinearity — noun a case of multiple regression in which the predictor variables are themselves highly correlated • Topics: ↑statistics • Hypernyms: ↑multiple regression, ↑multiple correlation * * * ˌkəˌlinēˈarə̇d.ē, kä noun ( es) … Useful english dictionary
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