Which of the Following Statements About Multicollinearity in Multiple Regression

Multiple Choice

Which of the following statements about multicollinearity in multiple regression analysis is FALSE?

A) Multicollinearity exists when two or more independent variables in a multiple regression analysis are highly correlated with one another.
B) Multicollinearity causes problems for the interpretation of the results of a multiple regression analysis.
C) Multicollinearity might be a problem when a study uses multiple operational definitions of an independent variable.
D) Multicollinearity improves the ability of a multiple regression analysis to predict scores on a dependent variable.