Evidence of multicollinearity exists in a multiple regression fit when (a) Strong intercorrelations occur among explanatory variables.
Question:
Evidence of multicollinearity exists in a multiple regression fit when
(a) Strong intercorrelations occur among explanatory variables.
(b) The R2-value is very large.
(c) The F test of H0: β1 = · · · = βk = 0 has a small P-value, but the individual t tests of H0: β1 = 0, . . . , H0: βk = 0 do not.
(d) A predictor variable has VIF = 12.
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