Which of the following statements are true?
A) The idea behind the stepwise procedure is that with forward selection, a single variable may be more strongly related to y than either of two or more other variables individually, but the combination of those variables may make the single variable subsequently redundant.
B) When the predictors
Are highly interdependent, the data is said to exhibit multicollinearity.
C) There is unfortunately no consensus among statisticians as to what remedies are appropriate when sever multicollinearity is present. One possibility involves continuing to use a model that includes all the predictors but estimating parameters by using something other than least squares.
D) All of the above statements are true.
E) None of the above statements are true.
Correct Answer:
Verified
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