KnowraMulticollinearityLinked fromLinked fromThe 8 pages that link to Multicollinearity, each with the reason it gives.All 8Related 7Compared with 1Linear regressionRelated: Correlated predictors make individual coefficient estimates unstable.Goodhart's lawCompared with: It can make estimates unreliable, but does not require incentives to alter the measured process.Linear independenceRelated: Exact dependence among predictors prevents unique estimation of their separate coefficients.CorrelationRelated: High correlations among predictors can make regression coefficient estimates unstable.Regression analysisRelated: Redundant predictors can make individual coefficient estimates unstable.Ordinary least squaresRelated: It can make OLS coefficient estimates highly variable even when fitted values remain stable.Ridge regressionRelated: Correlated predictors can make ordinary least-squares coefficients unstable, motivating ridge shrinkage.Frisch–Waugh–Lovell theoremRelated: Residualized target predictors can become nearly zero when controls explain most of their variation.