If Multicollinearity Exists Among the Independent Variables Included in a Multiple

question 66

Multiple Choice

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

• A) regression coefficients will be difficult to interpret.
• B) the standard errors of the regression coefficients for the correlated independent variables will increase.
• C) multiple coefficient of determination will assume a value close to zero.
• D) the standard errors of the regression coefficients for the correlated independent variables will increase and and multiple coefficient of determination will assume a value close to zero.

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