In a multiple regression setting which of the following statements is NOT correct?

Select one:

a.

The estimated slope coefficient for the explanatory variable x1 represents how much the outcome variable changes when x1 increases by one unit and all other variables remain the same.

b.

Suppose you are interested in the relationship between food consumption and level of household income. Even though your primary interest is in the consumption-income relationship it is good practice to add in other explanatory variables such as household size in order to avoid problems of confoundment.

c.

As you add more explanatory variables to a multiple regression model you expect the standard error of the estimate to increase.

d.

With a large enough sample you can treat the estimated regression coefficients as if they are normally distributed irrespective of the underlying distribution of the error term.