multicollinearity

multicollinearity
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

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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 — 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… …   Dictionary of sociology

  • 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 — 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

  • Variance Inflation Factor — A measure of the amount of multicollinearity in a set of multiple regression variables. The presence of multicollinearity within the set of independent variables can cause a number of problems in the understanding the significance of individual… …   Investment dictionary

  • Linear regression — Example of simple linear regression, which has one independent variable In statistics, linear regression is an approach to modeling the relationship between a scalar variable y and one or more explanatory variables denoted X. The case of one… …   Wikipedia

  • Variance inflation factor — In statistics, the variance inflation factor (VIF) is a method of detecting the severity of multicollinearity. More precisely, the VIF is an index which measures how much the variance of a coefficient (square of the standard deviation) is… …   Wikipedia

  • Dummy variable (statistics) — In statistics and econometrics, particularly in regression analysis, a dummy variable (also known as an indicator variable) is one that takes the values 0 or 1 to indicate the absence or presence of some categorical effect that may be expected to …   Wikipedia

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