13.85 Multicollinearity For the high school female athletes data file, regress the maximum bench press on weight and percent body fat.

a. Show that the F test is statistically significant at the 0.05 significance level.

b. Show that the P-values are both larger than 0.35 for testing the individual effects with t tests. (It seems like a contradiction when the F test tells us that at least one predictor has an effect but the t tests indicate that neither predictor has a significant effect.

This can happen when the predictor variables are highly correlated, so a predictor has little impact when the other predictors are in the model. Such a condition is referred to as multicollinearity. In this example, the correlation is 0.871 between weight and percent body fat.)