If 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 is likely due to collinearity, where the independent variables are highly correlated with each other but individually may not be significant. However, when considered as a group, their combined effect becomes significant.

If Independent Variables Are Not Significant Individually but Are Significant