In regression analysis,multicollinearity refers to the
A)response variables being highly correlated.
B)explanatory variables being highly correlated.
C)response variable(s)and the explanatory variable(s)being highly correlated with one another.
D)response variables being highly correlated over time.

Question

Quizplus · Accepted Answer

Multicollinearity occurs when explanatory (independent) variables in a regression model are highly correlated with each other, which can make it difficult to determine the individual effect of each variable on the dependent variable.

In Regression Analysis,multicollinearity Refers to the