In a multiple regression, the F test for the overall model is highly significant, but none of the t values for individual predictors are significant. What is the most likely cause for this situation?
A) heterogeneous variances.
B) non-independence of residuals.
C) non-normality of residuals.
D) non-linearity relation between Y and the predictors.
E) collinearity of the independent variables.

Question

Quizplus · Accepted Answer

Collinearity among the independent variables is the most likely cause for this situation. When predictors are highly correlated with each other, it can inflate the variance of the coefficient estimates and make it difficult to determine the individual effect of each predictor, leading to non-significant t-tests despite a significant overall F-test.

In a Multiple Regression, the F Test for the Overall