Which of the Following Is True Regarding a Regression Model

question 132

Multiple Choice

Which of the following is true regarding a regression model with multicollinearity,a high r² value,and a low F-test significance level?

• A)The model is not a good prediction model.
• B)The high value of r² is due to the multicollinearity.
• C)The interpretation of the coefficients is valuable.
• D)The significance level tests for the coefficients are not valid.
• E)The significance level for the F-test is not valid.