What is multicollinearity in a regression model?
- A Predictors that are highly correlated with each other, making coefficients unstable and hard to interpret
- B Too many observations
- C Non-linear relationships
- D Missing values in predictors
Answer
Predictors that are highly correlated with each other, making coefficients unstable and hard to interpret
Variance inflation factor detects it. Predictive accuracy may be unaffected, but individual coefficient interpretation becomes unreliable.





