Which of the Following Is Not a Possible Indicator of Multicollinearity

question 53

Multiple Choice

Which of the following is not a possible indicator of multicollinearity?

• A) significant correlations between pairs of independent variables
• B) non-significant t-tests for individual β parameters when the F-test for overall model adequacy is significant
• C) signs opposite from what is expected in the estimated β parameters
• D) non-random patterns in the plot of the residuals versus the fitted values

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