To determine the cost of a house, an analyst regressed on square footage and number of bathrooms. These two independent variables were highly correlated with each other. What problem should the analyst expect?

Bivariate Fit of Price By SQFT $5,000,000.00 $4,000,000.00 Price $3,000,000.00 $2,000,000.00 $1,000,000.00 $0.00 . 0 1,000 2,000 3,000 4,000 5,000 6,000 7,000 SQFT Linear Fit Linear Fit Price = -113765.2 + 288.11752* SQFT Summary of Fit RSquare 0.443032 RSquare Adj 0.441911 Root Mean Square Error 278221.5 Mean of Response 395366.8 Observations (or Sum Wgts) 499 Lack Of Fit Analysis of Variance Sum of Source DF Squares Mean Square F Ratio Model 1 3.0601e+13 3.06e+13 395.3306 Error 497 3.8471e+13 7.741e+10 Prob > F C. Total 498 6.9073e+13 <.0001 parameter estimates term estimate std error t ratio prob>|t] Intercept -113765.2 28474.85 -4.00 <.0001 sqft>