Suppose you run a regression of a person's height on his/her right and left foot sizes, and you suspect that there may be multicollinearity between the foot sizes. What types of problems might you see if your suspicions are true?
A) "wrong" values for the coefficients for the left and right foot size
B) large p-values for the coefficients for the left and right foot size
C) small t-values for the coefficients for the left and right foot size
D) all of these choices
Correct Answer:
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