(2 points) If multicollinearity exists among the independent variables included

Question

(2 points) If multicollinearity exists among the independent variables included in a multiple regression model, the A. regression coefficients will be difficult to interpret O B. multiple coefficient of determination will assume a value close to zero C. standard errors of the regression coefficients for the correlated independent variables will increase regression coefficients will be difficult to interpret and the standard errors of the regression coefficients for the correlated independent variables will increase Which of the following is not true when we add an independent variable to a multiple regression model? A. The adjusted coefficient of determination may increase B. The adjusted coefficient of determination can assume a negative value C. The unadjusted coefficient of determination may increase or decrease D. The unadjusted coefficient of determination always increases

Explanation / Answer

The correct answers for both are as shown below: -

D. regression coefficients will be difficult to interpret and the standard errors of the regression coefficients for the corrected independent variables will increase

C. The unadjusted coefficient of determination may increase or decrease

Related Questions

Navigate

• Browse (All)
• Browse #
• Subjects

---

---

Integrity-first tutoring: explanations and feedback only — we do not complete graded work. Learn more.