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