When There Is Multicollinearity in an Estimated Regression Equation

Multiple Choice

When there is multicollinearity in an estimated regression equation,

A) the coefficients are likely to be small.
B) the t-statistics are likely to be small even though the R² is large.
C) the coefficient of determination is likely to be small.
D) the problem of omitted variables is likely.
E) the error terms will tend to have a cyclical pattern.