If Multicollinearity Exists Among the Independent Variables Included in a Multiple

question 134

Multiple Choice

If multicollinearity exists among the independent variables included in a multiple regression model,then:

• A)the regression coefficients will be difficult to interpret.
• B)the standard errors of the regression coefficients for the correlated independent variables will increase.
• C)one or more of the coefficients may have the wrong sign.
• D)All of these choices are true.

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Definitions:

Protons

Positively charged subatomic particles found in the nucleus of an atom.

Amu

Atomic Mass Unit, a unit of mass used to express atomic and molecular weights, equivalent to one twelfth of the mass of a carbon-12 atom.

Valence Shells

The outermost shell of electrons in an atom, which determines how the atom interacts chemically with other atoms.

Electrical Charge

A physical property of matter that causes it to experience a force when placed in an electromagnetic field, typically measured in coulombs.