In a regression analysis with multiple independent variables, multicollinearity can be caused by:
A- A strong nonlinear relationship between the dependent variable and one or more independent variables.
B-A strong heteroskedastic relationship between the dependent variable and one or more independent variable.
C-A strong linear relationship between two or more independent variables.
D None of the above.
I have a definition of tow or more of the independent variables of a multiple regression model are highly correlated.
I don't know if its C or D and its in my book so this practice test doesn't even have answers
Answers to Multiple choice question on multicollinearity and heteroskedasty is given in the answer