Which of the Following Is NOT a Problem Associated with Multicollinearity

Multiple Choice

Which of the following is NOT a problem associated with multicollinearity?

A) Estimated regression coefficients can fluctuate widely
B) It is difficult to assess the relative importance of the independent variables in explaining the variation in the dependent variables
C) Predictor variables may be incorrectly included or removed in stepwise regression
D) It becomes difficult to compute the correct test statistic
E) All of the above are problems caused by multicollinearity