Which of the Following Is Not True About the Best

Multiple Choice

Which of the following is not true about the best regression models?

A) They have relatively many predictors.
B) They have a relatively high R2 value.
C) They have predictors that are reliably measured and relatively unrelated to each other.
D) They have no cases with extraordinarily high leverage that might dominate and alter the model.
E) They have relatively small P-values for the F- and t-statistics.