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单词 multicollinearity
释义
multicollinearity

Mathematics
  • In statistics, when two or more of the explanatory variables in a multiple regression analysis are very strongly correlated.


Statistics
  • See multiple regression model.


Economics
  • In the context of multiple regression, strong correlations among the explanatory variables, which often result in large estimated standard errors and insignificant estimated coefficients. This is essentially a property of the sample and not a problem with the method of estimation, although sometimes ridge regression is used as a remedy. Perfect multicollinearity occurs when some of the explanatory variables are perfectly correlated, i.e. linearly dependent; in this case the redundant variable(s) must be removed from the regression.


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