A Major Concern That Arises with Multiple Regression Is Multicollinearity

Multiple Choice

A major concern that arises with multiple regression is multicollinearity, which exists when:

A) in simple regression, when the dependent variable is not normally distributed
B) in simple regression, when the R2 statistic is low
C) in multiple regression, when the R2 statistic is low
D) in multiple regression, when two or more independent variables are correlated with one another