If a group of independent variables are not significant individually but are significant as a group at a specified level of significance, this is most likely due to:
A. heteroscedasticity.
B. an error in the analysis.
C. multicollinearity.
D. None of these choices.
Analysis:
A. Incorrect. This is most likely due to multicollinearity.
B. Incorrect. This is most likely due to multicollinearity.
C. Correct. This is most likely due to multicollinearity.
D. Incorrect. This is most likely due to multicollinearity.
ANSWER : C
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