Concurvity
= Concurvity
Concurvity is the nonlinear analogue of <multicollinearity>: a function of one predictor is exactly or approximately expressible as a sum of functions of other predictors. Exact concurvity can make an additive decomposition nonunique; approximate concurvity makes components difficult to estimate stably. A unique fitted sum need not imply unique individual components.
// Target: probability-and-statistics.bigb