You've built a multiple linear regression model and found that two or more predictors are highly correlated. What problems might this cause, and how can you solve them?

  • High bias, Address by increasing the model complexity
  • High variance, Address by using Lasso regression
  • Overfitting, Address by removing correlated features or using Ridge regression
  • Underfitting, Address by adding more features
Multicollinearity, where predictors are highly correlated, can cause overfitting and unstable estimates. This can be addressed by removing correlated features or using Ridge regression, which penalizes large coefficients and reduces the impact of multicollinearity.
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