Suppose you run a regression of a person's height on his/her right and left foot sizes,and you suspect that there may be multicollinearity between the foot sizes.What types of problems might you see if your suspicions are true?
A) "Wrong" values for the coefficients for the left and right foot size
B) Large p-values for the coefficients for the left and right foot size
C) Small t-values for the coefficients for the left and right foot size
D) All of these options

Question

Quizplus · Accepted Answer

Multicollinearity can lead to incorrect coefficient estimates, which can be identified by wrong values, large p-values, or small t-values. Therefore, all of the options (A, B, and C) are correct.

Suppose You Run a Regression of a Person's Height on His/her