If a group of independent variables are not significant individually but are significant as a group at a specified level of significance,this is most likely due to
A)autocorrelation.
B)the presence of dummy variables.
C)the absence of dummy variables.
D)collinearity.

Question

Quizplus · Accepted Answer

This scenario is most likely due to collinearity, which means that the independent variables are highly correlated with each other, making it difficult to isolate the individual effects. However, when considered as a group, the combined effect may be significant.

If a Group of Independent Variables Are Not Significant Individually