Define multicollinearity in the following terms a In which t

Define multicollinearity in the following terms:

a. In which type of regression is it likely to occur?

Solution

Collinearity is a linear association between two explanatory variables.

Two variables are perfectly collinear if there is an exact linear relationship between them.

Multicollinearity is a phenomenon in which two or more predictor variables in a multiple regression model are highly correlated, means that one can be linearly predicted from the others with a substantial degree of accuracy

Hence multi collinearity occurs in multiple regression