Multicollinearity
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One problem that can arise in multiple regression analysis is multicollinearity. Multicollinearity is when two or more of the independent variables of a multiple regression model are highly correlated. Technically, if two of the independent variables are correlated, we have collinearity; when three or more independent variables are correlated, we have multicollinearity. However, the two terms are frequently used interchangeably.
Details
- Publication Date
- Jun 19, 2013
- Language
- English
- Category
- Education & Language
- Copyright
- All Rights Reserved - Standard Copyright License
- Contributors
- By (author): Homework Help Classof1
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