________ is a problem that can arise in multiple linear regression when two or more predictor variables are highly correlated with each other.
- Autocorrelation
- Heteroscedasticity
- Homoscedasticity
- Multicollinearity
Multicollinearity is a problem that can occur in multiple linear regression when two or more predictor variables are highly correlated with each other. This can lead to unstable estimates of the regression coefficients and make it difficult to determine the individual effects of the predictor variables.
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