Find/create example of multicollinearity for data check

[angela97lin]

Following #1515 and https://alteryx.quip.com/CSE4AuFmVZbU/Multicollinearity-Data-Check-v1, it'd be nice to find a data set with multicollinear columns and show the value of the data check in action :)

[angela97lin]

Unassigning myself for now, since I haven't been working on this :'(

[chukarsten]

@dsherry I think this needs a little more detail: what is the intent of finding this data set? Is it for the perf tests? Where do you think the value should be demonstrated. I'm searching for a more interesting first issue for contributors and thought this might be interesting, but think this needs a little more flesh to it.