Significant _________ may exist when the overall F statistic is significant and the individual t statistics for all independent variables are insignificant.
A)Autocorrelation
B)Independence
C)Multicollinearity
D)Outliers

Question

Quizplus · Accepted Answer

This is a common symptom of multicollinearity, where the independent variables are highly correlated with each other to the extent that they cancel each other out. As a result, the overall F statistic may still be significant because the combined effect of the variables is significant, but the t statistics for individual variables are not significant because their effects are being masked by the other variables.

Significant _________ May Exist When the Overall F Statistic Is