Which of the Following Is Not a Reason Why Multicollinearity

question 17

Multiple Choice

Which of the following is not a reason why multicollinearity a problem in regression?

• A) It limits the size of R.
• B) It makes it difficult to assess the importance of individual predictors.
• C) It leads to unstable regression coefficients.
• D) It creates heteroscedasticity in the data.

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