Which of the following is NOT a problem caused by multicollinearity in multiple regression? A) The F-test of the overall multiple regression model may indicate a statistically significant relationship, but the t-tests for the individual coefficients may not indicate any as significant. B) The regression coefficients can have a sign opposite that of the actual relationship. C) It impacts the size of the R²and the ability to predict values of the dependent variable. D) With a high degree of collinearity we cannot rely on the individual coefficients to interpret the results. E) All of these choices are problems caused by multicollinearity in multiple regression.

Question

Quizplus · Accepted Answer

Multicollinearity impacts the size of the R²and the ability to predict values of the dependent variable. The other options (A, B, D, E) are all problems caused by multicollinearity in multiple regression.

Which of the Following Is NOT a Problem Caused by Multicollinearity