In Multiple Regression Analysis, Which of the Following Is a Clue

question 204

Multiple Choice

In multiple regression analysis, which of the following is a clue that multicollinearity is present?

• A) The value ofis large, indicating a good fit, but the individual t tests are nonsignificant.
• B) The signs of the regression coefficients are contrary to what we would intuitively expect the contributions of those variables to be.
• C) A matrix of correlations, generated by computer, shows which predictor variables are highly correlated with each other and with the response variable y.
• D) All of (a), (b), and (c).