Independent operation of single microgrids (MGs) faces problems such as low self-consumption of local renewable energy, high operation cost and frequent power exchange with the grid. Interconnecting multiple MGs as a multi-microgrid (MMG) is an effective way to improve operational and economic performance. However, ensuring the optimal collaborative operation of a MMG is a challenging problem, especially under disturbances of intermittent renewable energy. In this paper, the economic and collaborative operation of MMGs is formulated as a unit commitment problem to describe the discrete characteristics of energy transaction combinations among MGs. A two-stage adaptive robust optimization based collaborative operation approach for a residential MMG is constructed to derive the scheduling scheme which minimizes the MMG operating cost under the worst realization of uncertain PV output. Transformed by its KKT optimality conditions, the reformulated model is efficiently solved by a column-and-constraint generation (C&CG) method. Case studies verify the effectiveness of the proposed model and evaluate the benefits of energy transactions in MMGs. The results show that the developed MMG operation approach is able to minimize the daily MMG operating cost while mitigating the disturbances of uncertainty in renewable energy sources. Compared to the non-interactive model, the proposed model can not only reduce the MMG operating cost but also mitigate the frequent energy interaction between the MMG and the grid.