Which of the Following Statements About Multicollinearity in Multiple Regression

Multiple Choice

Which of the following statements about multicollinearity in multiple regression analysis is/are TRUE?

A) When multicollinearity exists, the computed statistical significance of regression coefficients might be incorrect.
B) One way to avoid multicollinearity is to use only one operational definition of any independent variable.
C) One way to deal with multicollinearity is to combine highly correlated independent variables into a single variable.
D) All of the above are true.