In multiple regression, and because of a commonly occurring problem called multicollinearity, the
t-tests of the individual coefficients may indicate that some independent variables are not linearly related to the dependent variable, when in fact they are.

Question

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Multicollinearity occurs when independent variables are highly correlated, which can inflate the standard errors of the coefficients, leading to unreliable t-tests and potentially incorrect conclusions about the significance of the variables.

In Multiple Regression, and Because of a Commonly Occurring Problem