Mathematics, 12.12.2019 03:31 prince8522
One of the problems resulting from highly correlated independent variables (multicolinearity) is: select one:
a. deflated (low) standard errors on the coefficient estimates.
b. the p-values for the coefficient estimates are deflated (low).
c. the test statistics for the coefficient estimates will be deflated (low).
d. the overall fit of the model (r2) will be negatively affected.
Answers: 3
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