What is multicollinearity in the context of multiple regression?
- It refers to the high correlation between at least two independent variables.
- It refers to the linear relationship between each independent variable and the dependent variable.
- It refers to the presence of a linear relationship between the dependent variables.
- It refers to the relationship between the residuals of the regression model.
Multicollinearity refers to the situation in which two or more predictor variables in a regression model are highly correlated.
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