In multiple regression,the problem of multicollinearity affects the t-tests of the individual coefficients as well as the F-test in the analysis of variance for regression,because the F-test combines these t-tests into a single test.

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The F-test in the analysis of variance for regression is not directly affected by multicollinearity because it tests the overall significance of the model, not the individual coefficients. Multicollinearity primarily affects the precision and interpretation of the individual coefficient estimates, making it difficult to determine their individual significance through t-tests.

In Multiple Regression,the Problem of Multicollinearity Affects the T-Tests of the Individual