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In Multiple Regression Analysis, Which of the Following Is a Clue

Question 204

Multiple Choice

In multiple regression analysis, which of the following is a clue that multicollinearity is present?


A) The value ofis large, indicating a good fit, but the individual t tests are nonsignificant.
B) The signs of the regression coefficients are contrary to what we would intuitively expect the contributions of those variables to be.
C) A matrix of correlations, generated by computer, shows which predictor variables are highly correlated with each other and with the response variable y.
D) All of (a) , (b) , and (c) .

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