When the T-Ratio Statistics on Individual Coefficients Are All near 0

question 30

Multiple Choice

When the t-ratio statistics on individual coefficients are all near 0 but the F-test statistic is greater than 20:

• A) multicollinearity is suggested.
• B) nonconstant variance of the error terms is suggested.
• C) serial correlation is suggested.
• D) the root-mean-squared error will be large.
• E) the Durbin-Watson statistic will be near 0.

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