If a group of independent variables are not significant individually but are significant as a group at a specified level of significance, this is most likely due to
A) the absence of dummy variables.
B) autocorrelation.
C) the presence of dummy variables.
D) collinearity.

Question

Quizplus · Accepted Answer

This is most likely due to collinearity, where the independent variables are highly correlated with each other and individually may not show significance but together as a group, the effect becomes significant.

If a Group of Independent Variables Are Not Significant Individually