multicollinearity
multicollinearity (n)
English Definitions:
multicollinearity (noun)
a case of multiple regression in which the predictor variables are themselves highly correlated
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.
Multicollinearity
Multicollinearity is a statistical phenomenon in which two or more predictor variables in a multiple regression model are highly correlated, meaning that one can be linearly predicted from the others with a non-trivial degree of accuracy. In this situation the coefficient estimates may change erratically in response to small changes in the model or the data. Multicollinearity does not reduce the predictive power or reliability of the model as a whole, at least within the sample data themselves; it only affects calculations regarding individual predictors. That is, a multiple regression model with correlated predictors can indicate how well the entire bundle of predictors predicts the outcome variable, but it may not give valid results about any individual predictor, or about which predictors are redundant with respect to others. A high degree of multicollinearity can also prevent computer software packages from performing the matrix inversion required for computing the regression coefficients, or it may make the results of that inversion inaccurate. Note that in statements of the assumptions underlying regression analyses such as ordinary least squares, the phrase "no multicollinearity" is sometimes used to mean the absence of perfect multicollinearity, which is an exact linear relation among the regressors.
Citation
Use the citation below to add this dictionary page to your bibliography:
Style:MLAChicagoAPA
"multicollinearity." Kamus.net. STANDS4 LLC, 2024. Web. 28 Mar. 2024. <https://www.kamus.net/english/multicollinearity>.
Discuss this bahasa indonesia multicollinearity translation with the community:
Report Comment
We're doing our best to make sure our content is useful, accurate and safe.
If by any chance you spot an inappropriate comment while navigating through our website please use this form to let us know, and we'll take care of it shortly.
Attachment
You need to be logged in to favorite.
Log In