Term: Multicollinearity

Glossary Definition

Last Updated: 2012-05-16

Definition:

"In multiple regression analysis, a situation in which at least some of the independent variables are highly correlated with each other. Such a situation can result in inaccurate estimates of the parameters in the regression model." (Last, 1995).

Related terms 

• Multiple Regression Analysis
• Regression

References 

• Last JM. A dictionary of epidemiology. 3rd edition. New York, NY: Oxford University Press; 1995. 0-0.(View)

Term used in 

• Santos R, Brownell M, Ekuma O, Mayer T, Soodeen R-A. The Early Development Instrument (EDI) in Manitoba: Linking Socioeconomic Adversity and Biological Vulnerability at Birth to Children's Outcomes at Age 5. Winnipeg, MB: Manitoba Centre for Health Policy, 2012. [Report] [Summary] (View)