multicollinearity

Noun. (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.

This is an unmodified, but possibly outdated, definition from Wiktionary and used here under the Creative Commons license. Wiktionary is a great resource. If you like it too, please donate to Wikimedia.

This entry was last updated on RefTopia from its source on 3/20/2012.