multicollinearity
Look at other dictionaries:
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 — 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 — 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
