When independent variables in a regression model are related to,or dependent on,each other,then there exists _____________ among the independent variables.
A)Multicollinearity
B)Autocorrelation
C)Independence
D)Probability

Question

Quizplus · Accepted Answer

Multicollinearity is a phenomenon in regression analysis where independent variables are highly correlated with each other. This can lead to unreliable coefficient estimates and can make it difficult to interpret the contribution of each independent variable to the dependent variable. Autocorrelation refers to the correlation of the errors or residuals in a time series regression model, and independence is the opposite of a variable being dependent on another. Probability is not related to the issue of multicollinearity in regression analysis.

When Independent Variables in a Regression Model Are Related To,or