Typical Symptoms of the Presence of Multicollinearity Include

question 60

Multiple Choice

Typical symptoms of the presence of multicollinearity include:

• A) the estimated regression coefficients to vary substantially from sample to sample ; this fact raises their standard errors; hence, theis unlikely to be greater than 2, or statistically significant
• B) the estimated regression coefficients change greatly in value as independent variables are dropped from or added to the regression equation
• C) the signs of the estimated regression coefficients are nonsensical; they are negative when common sense suggests positive signs and vice versa
• D) all of these and more
• E) none of these