The assumption that there are no exact linear relationships among the independent variables in a multiple linear regression model fails if _____, where n is the sample size and k is the number of parameters. A)n 2 B)n = k + 1 C)n k D)n

Question

The assumption that there are no exact linear relationships among the independent variables in a multiple linear regression model fails if _____, where n is the sample size and k is the number of parameters.
A)n > 2
B)n = k + 1
C)n > k
D)n < k + 1

Quizplus · Accepted Answer

The assumption fails when $n < k + 1$, because in that case, there are not enough observations to estimate the parameters of the model uniquely, leading to perfect multicollinearity.

The Assumption That There Are No Exact Linear Relationships Among