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

Collinearity occurs when independent variables are highly correlated, making it difficult to assess their individual significance, but they may still be significant as a group.

If a Group of Independent Variables Are Not Significant Individually