Which one(s) are true? I. Combination of high adjusted R2 and no statistically significant variables is an indication of multicollinearity II. Multicollinearity exists only in some regression models. III. With multicollinearity, it is possible for an F-test of overall significance to reject the null even though none of the individual t-tests do.

Glencoe Algebra 1, Student Edition, 9780079039897, 0079039898, 2018
18th Edition
ISBN:9780079039897
Author:Carter
Publisher:Carter
Chapter10: Statistics
Section10.3: Measures Of Spread
Problem 1GP
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Which one(s) are true?
I. Combination of high adjusted R2 and no
statistically significant variables is an
indication of multicollinearity
II. Multicollinearity exists only in some
regression models.
III. With multicollinearity, it is possible for an
F-test of overall significance to reject the null
even though none of the individual t-tests do.
IV. Correlation coefficient and VIF are two
methods to detect multicollinearity.
a. Il and III
b. Il and IV
c. I and III
d. None
e. I, III and IV
Transcribed Image Text:Which one(s) are true? I. Combination of high adjusted R2 and no statistically significant variables is an indication of multicollinearity II. Multicollinearity exists only in some regression models. III. With multicollinearity, it is possible for an F-test of overall significance to reject the null even though none of the individual t-tests do. IV. Correlation coefficient and VIF are two methods to detect multicollinearity. a. Il and III b. Il and IV c. I and III d. None e. I, III and IV
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