Which of the Following Statements About Collinearity in a Multiple

Multiple Choice

Which of the following statements about collinearity in a multiple regression model is false?

A) The Variance Inflation Factor can measure the collinearity of a predictor variable.
B) Coefficients of predictor variables will not be affected by collinearity.
C) Collinearity should be suspected if a model has a high R² and large F but no significant predictor variables.
D) All predictors must be considered in determining collinearity in a multiple regression model.
E) None of these are false.