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When fitting with two correlated independent variables without regularisation, you can get two coefficients offsetting each other, eg one large positive and the other large negative. Is there a specific name for this effect?

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  • $\begingroup$ It is not always the case that both coefficients will be large or even of opposite signs, so are you asking about the near lack of identifiability, about the multicollinearity, or about this specific behavior of large opposite signs in the coefficient estimates? $\endgroup$ – whuber May 31 '16 at 16:42
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    $\begingroup$ @whuber, I modified the question to make it clear. I think multicollinearity is the cause of the effect -- is there a word for the effect itself? $\endgroup$ – jf328 Jun 1 '16 at 8:31

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