Becoz of multi collinearity, some or all of std errors will be inflated so F stat should be underestimated
but option C is not right
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I think in multicolinearity the standard error of coefficient are inflated therefore t statistics of coefficient are underestimated and are not reliable not F stat which represent the whole model significance
In answer, it is given that R square and F stat will be overestimated.
I haven’t find this even in the core
In my opinion in multicolinearity independent variables are not significant hence can’t explain the dependent variable therefore R2 is Overestimated as R sq is variation in Y explained by X anf F stat is Overestimated as F stat is significant whereas t stat is not hence it’s overestimate..
https://www.analystforum.com/t/fyi-multicollinearity-and-its-impact-on-the-f-test-r-squared/102124
Please find this link and reply accordingly