If You Rerun a Regression, Omitting a Predictor X₅, Which

Multiple Choice

If you rerun a regression, omitting a predictor X₅, which would be unlikely?

A) The new R² will decline if X₅ was a relevant predictor.
B) The new standard error will increase if X₅ was a relevant predictor.
C) The remaining estimated β's will change if X₅ was collinear with other predictors.
D) The numerator degrees of freedom for the F test will increase.