Glossaria.net

Glossary Advanced Regression / Term

Multicollinearity

Exists in multiple regression analysis when two or more independent variables are highly correlated, which makes it difficult if not impossible to determine their separate effects on the dependent variable.

Permanent link Multicollinearity - Modification date 2020-01-17 - Creation date 2020-01-17


< MSE Glossary / Advanced Regression Multiple Regression Analysis >