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Multicollinearity
Meaning
Noun
●
In 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.
Sourced from
Wiktionary
Origin
multicollinearity
English
-ity
English
-ité
French
-ité
Middle French (ca. 1400-1600)
-ete
Old French (842-ca. 1400)
multicollinear
English
collinear
English
multi-
English
multi
Latin
Sourced from
Etym
Related
Collinearity
Autocorrelation
Cointegration
Heteroscedasticity
Correlation
Stationarity
Heteroskedasticity
Homoscedasticity
Normality
Outliers
Regression
Covariance
Linearity
Variance
Endogeneity
Skewness
Variable
Causality
Misspecification
Variables
Correlations
Ols
Anova
Outlier
Error
Hausman
Correlation Coefficient
Normal Distribution
Correlation Coefficients
More
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