In multiple regression analysis, which of the following is a clue that multicollinearity is present?
A) The value ofis large, indicating a good fit, but the individual t tests are nonsignificant.
B) The signs of the regression coefficients are contrary to what we would intuitively expect the contributions of those variables to be.
C) A matrix of correlations, generated by computer, shows which predictor variables are highly correlated with each other and with the response variable y.
D) All of (a), (b), and (c).

Question

Quizplus · Accepted Answer

Multicollinearity is indicated by a large R-squared with nonsignificant t-tests, unexpected signs of coefficients, and high correlations among predictors.

In Multiple Regression Analysis, Which of the Following Is a Clue