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Which of the following best describes the term collinearity in a regression sett

ID: 3227247 • Letter: W

Question

Which of the following best describes the term collinearity in a regression setting?

It is the assumption of linearity needed in regression under the general linear model.

If correlation between two or more regressors is near +1 or 1.

It is the implication when the dependent variable and the independent variable are related each other.

It is a very conservative test to control for type I error rates for multiple comparisons.

a.

It is the assumption of linearity needed in regression under the general linear model.

b.

If correlation between two or more regressors is near +1 or 1.

c.

It is the implication when the dependent variable and the independent variable are related each other.

d.

It is a very conservative test to control for type I error rates for multiple comparisons.

Explanation / Answer

Multicollinearity if phenomenon when one of the independent variables are strongly correlated with each other.


b.  
If correlation between two or more regressors is near +1 or 1.

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