What is the name of the effect when feature has a high weight in a linear regression, which logically should not have?

External question — Data Science Stack Exchange Author: Ir8_mind Original post: https://datascience.stackexchange.com/questions/114006 License: CC BY-SA 4.0 — https://creativecommons.org/licenses/by-sa/4.0/ Adaptation: HTML converted to plain text; contact email addresses removed. I am trying to remember what is the name of the effect when feature has a high weight in a linear regression, which logically should not have? For example if we train and test model to predict stock price and we have a moon phase as feature and after training it has high weight. We understand that moon phase has nothing to do with stock prices but model says that it has high weight. What is this effect name and how we mathematically find those features? I just forgot the name of that test/effect)))