Which of the following statements is not true?
A) Multicollinearity exists in virtually all multiple regression models.
B) Multicollinearity is also called collinearity and intercorrelation.
C) Multicollinearity is a condition that exists when the independent variables are highly correlated with the dependent variable.
D) Multicollinearity does not affect the F-test of the analysis of variance.
Correct Answer:
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