The individual variable coefficient's multicollinearity leads to ___________?

Correct answer: C. increase in standard error

  • A. decrease in variance
  • B. increase in variance error
  • C. increase in standard error
  • D. decrease in standard error

Explanation

Multicollinearity makes it difficult to separate the effects of correlated independent variables, so the variance of their estimated coefficients rises. Because standard error is the square root of variance, it also increases.

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