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Which of the Following Statements Is Not True

Question 72

Multiple Choice

Which of the following statements is not true?


A) Multicollinearity exists in virtually all multiple regression models.
B) Multicollinearity is also called collinearity and intercorrelation.
C) Multicollinearity is a condition that exists when the independent variables are highly correlated with the dependent variable.
D) Multicollinearity does not affect the F-test of the analysis of variance.

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