Multicollinearity vs. Autocorrelation
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Difference Between Multicollinearity and Autocorrelation
Multicollinearitynoun
(statistics) A phenomenon in which two or more predictor variables in a multiple regression model are highly correlated, so that the coefficient estimates may change erratically in response to small changes in the model or data.
Autocorrelationnoun
The cross-correlation of a signal with itself: the correlation between values of a signal in successive time periods.
Multicollinearitynoun
a case of multiple regression in which the predictor variables are themselves highly correlated
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