Which of the followings is incorrect about detection of a mu

Which of the followings is incorrect about detection of a multicollinearity in a MLR? Choose all correct answers.

a. Nonsignificant results in individual tests on the regression coefficients for important predictor variables.

b. Estimated regression coefficients with an algebraic sign that is the opposite of that expected from theoretical considerations or prior experience.

c. VIFs exceeding 10 are signs of serious multicollinearity requiring correction.

d. Large simple correlation coefficients between pairs of predictor variables in the correlation matrix.

e. Wide confidence intervals for the regression coefficients representing important predictor variables.

Solution

a.) It is possible as a consequence of multicollinearity

b.) possible in case of multicollinearity

c.) correct, VIF greater then 10 signaling multicollinearity

d.) Correct, large correlation signaling multicolinearity

e.)wrong