Multicollinearity exists in virtually all multiple regression models.

Question

Quizplus · Accepted Answer

Multicollinearity is the phenomenon where two or more predictor variables in a multiple regression model are highly correlated with each other. Since variables in the real world are often interrelated or correlated, it is rare to find a multiple regression model without any degree of multicollinearity. Thus, multicollinearity exists in virtually all multiple regression models.

Multicollinearity Exists in Virtually All Multiple Regression Models