Etymology
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Caledonia

ancient Roman name for part of northern Britain, taken from the name of its former inhabitants, which is of unknown origin, presumably Celtic. Since 18c. applied poetically to Scotland or the Scottish Highlands. Related: Caledonian.

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Definitions of Caledonia

Caledonia (n.)
the geographical area (in Roman times) to the north of the Antonine Wall; now a poetic name for Scotland;
From wordnet.princeton.edu