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Typical Symptoms of the Presence of Multicollinearity Include Which of the Following

Question 63

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Typical symptoms of the presence of multicollinearity include which of the following?


A) The estimated regression coefficients vary substantially from sample to sample; this fact raises their standard errors; hence, theis unlikely to be greater than 2, or statistically significant.
B) The estimated regression coefficients change greatly in value as independent variables are dropped from or added to the regression equation.
C) The signs of the estimated regression coefficients are nonsensical; they are negative when common sense suggests positive signs and vice versa.
D) All of the above and more.

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