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

question 47

Multiple Choice

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 choices

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