Multicollinearity Is

Multiple Choice

Multicollinearity is:

A) a statistical procedure that estimates regression equation coefficients which produce the lowest sum of squared differences between the actual and predicted values of the dependent variable.
B) a statistical technique which analyzes the linear relationship between a dependent variable and multiple independent variables by estimating coefficients for the equation for a straight line.
C) an estimated regression coefficient which has been recalculated to have a mean of zero and a standard deviation of 1.
D) a statistic which compares the amount of variation in the dependent measure "explained" or associated with the independent variables to the "unexplained" or error variance.
E) a situation in which several independent variables are highly correlated with each other.