Suppose the abdominal and subscapular skinfold sites had a high degree of collinearity. What are the implications of this when attempting to predict percentage body fat?
A) Increased standard errors of the b coefficient.
B) It limits the R value as the predictor variables account for the same variance in the outcome variable (i.e. percentage body fat).
C) It becomes difficult to decide which variable to include.
D) All of the above.

Question

Quizplus · Accepted Answer

High collinearity between predictor variables can lead to increased standard errors of the coefficients, limit the R value due to shared variance, and make it difficult to decide which variable to include in the model.

Suppose the Abdominal and Subscapular Skinfold Sites Had a High