Which of the Following Statements Describes the Consequences of Collinearity

Multiple Choice

Which of the following statements describes the consequences of collinearity in a model?

A) The value of the Variance Inflation Factor will be high.
B) An estimated coefficient may have an unexpected sign or size.
C) The F-statistic for the model may indicate overall significance, but most or all of the individual coefficients have t-statistics showing insignificance.
D) Collinearity occurs when two or more predictor variables are correlated.
E) All of the above are correct.