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There is multicollinearity in regression when the variables are highly correlated to each other. For example, if you have seven variables and three of them have high correlation, then you can just use one them in your dependent variable rather than using all three of them at the same time. Including multicollinear variables will give you a misleading result since it will inflate your mean square error making your F-value significant, even though it may not be significant.

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Q: The causes of muticolinearity in multiple regression?
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