Question

Suppose you run a regression of a person’s height on his/her right and left foot sizes, and you suspect that there may be multicollinearity between the foot sizes. What types of problems might you see if your suspicions are true? _________

A. "Wrong" values for the coefficients for the left and right foot size
B. Large p-values for the coefficients for the left and right foot size
C. Small t-values for the coefficients for the left and right foot size
D. All of these options

Answer 1

D: All of these options

Step-by-step explanation:

The p-values for the coefficients indicate whether these relationships are statistically significant.

A low t value shows that your hypothesis is true

Multicollinearity means when independent variables in a regression model are correlated.