Multicollinearity is said to be present in a regression problem if the
A)predictor variables are independent.
B)criterion variables are independent.
C)criterion variables are correlated among themselves.
D)predictor variables are correlated among themselves.
E)error terms are correlated.

Question

Quizplus · Accepted Answer

Multicollinearity is present in a regression problem if the predictor variables are highly correlated among themselves. This can lead to unstable coefficient estimates and difficulty in interpreting the importance of each predictor variable.

Multicollinearity Is Said to Be Present in a Regression Problem