A Major Concern That Arises with Multiple Linear Regression Is

Multiple Choice

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

A) in simple linear regression, when the dependent variable is not normally distributed.
B) in simple linear regression, when the r² statistic is low.
C) in multiple linear regression, when the r² statistic is low.
D) in multiple linear regression, when two or more independent variables are correlated with one another.
E) in multiple linear regression, when spurious correlation exists.