1. What does the F-test in auxiliary regression help detect?
2. What does a high R² but insignificant t-ratios indicate?
3. What is the inverse of VIF?
4. What is the formula for VIF?
5. What is one remedy for multicollinearity?
6. What is the main issue with dummy variable trap?
7. Which of the following techniques help detect multicollinearity?
8. Perfect multicollinearity means
9. What is the main problem caused by multicollinearity in interpretation?
10. What is the main goal of regularization methods like Lasso?
11. What does tolerance near zero indicate?
12. What happens in exact micronumerosity?
13. What happens to t-ratios due to multicollinearity?
14. What happens if you include all categories of dummy variables?
15. In the presence of perfect multicollinearity standard errors become
16. What type of regression can handle multicollinearity?
17. What does increasing sample size help with?
18. What is the consequence of multicollinearity on confidence intervals?
20. Which VIF value suggests severe multicollinearity?
21. What is the consequence of perfect multicollinearity?
22. What does a scatterplot close to a line indicate?
23. What does the presence of common trends in variables lead to?
24. Multicollinearity is a problem because it:
25. When a variable is highly correlated with others, it becomes:
26. What does Eigenvalue condition number above 1000 indicate?
27. VIF for a variable is calculated as:
28. One way to address multicollinearity is to:
29. What does a large Variance Inflation Factor (VIF) indicate?
30. In the presence of imperfect multicollinearity, OLS estimators are:
31. What happens to standard errors in presence of multicollinearity?
33. What does the Klein rule of thumb suggest?
35. A VIF Value close to 1 indicates
36. What is a good threshold for VIF indicating possible multicollinearity?
37. Auxiliary regression means
38. What is a common source of multicollinearity?
39. High pairwise correlation between independent variables is a sign of
40. Which of the following is NOT the cause of multicollinearity
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