In a stepwise regression procedure,if two independent variables are highly correlated,then:
A)neither variable will enter the equation.
B)both variables will enter the equation
C)only one variable will enter the equation.
D)not enough information is given to answer this question.

Question

Quizplus · Accepted Answer

In stepwise regression, if two independent variables are highly correlated, only one variable will enter the equation since including both variables may cause multicollinearity issues and decrease the accuracy of the model. The algorithm will choose the variable that correlates better with the dependent variable to include in the equation.

In a Stepwise Regression Procedure,if Two Independent Variables Are Highly