noun · academic
multicollinearity
UK/ˌmʌltiˌkɒlɪˈnɪərəti/US/ˌmʌltiˌkɑːlɪˈnɛrɪti/mul·ti·col·li·NEAR·i·ty
a situation where independent variables in a regression are highly correlated, making coefficient estimates unstable
Examples
“High multicollinearity between income and education made it hard to separate their effects.”
“We checked variance inflation factors to detect multicollinearity.”
“Severe multicollinearity does not bias predictions but inflates the standard errors of coefficients.”
Band 8 sentence
“After diagnosing severe multicollinearity among predictors, the analysts used principal component regression to stabilise coefficient estimates.”
Collocations
- high multicollinearity
- detect multicollinearity
Word family
Common mistakes
Multi-collinearity is same as simple correlation.→Multicollinearity is correlation among independent variables in a regression, not just simple pairwise correlation.
We have multicollinearity so we drop the outcome variable.→We have multicollinearity so we consider removing or combining some predictors, or using regularization.
multicollinearity is two variables correlated.→collinearity often refers to two variables correlated; multicollinearity refers to several predictors correlated.
Say it for a higher band
5correlation→6collinearity→7+multicollinearity
Synonyms
collinearity
Easily confused
correlation
“There was a strong correlation between hours studied and test scores.”
Related words
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In Science & Research
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