A Regression Analysis Is Said to Suffer from Multicollinearity When

Multiple Choice

A regression analysis is said to suffer from multicollinearity when:

A) the dependent and independent variables move in the same direction.
B) two or more explanatory variables tend to move together.
C) the degrees of freedom in the regression is equal to zero.
D) the explanatory variables vary independently of one another.
E) the correlation coefficient between the predicted and the explanatory variables is equal to zero.