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| Which of the following is most likely to indicate that two or more of the independent variables, or linear combinations of independent variables, may be highly correlated with each other? Unless otherwise noted, significant and insignificant mean significantly different from zero and not significantly different from zero, respectively. A. The R2 is low, the F-statistic is insignificant and the Durbin-Watson statistic is significant. B. The R2 is high, the F-statistic is significant and the t-statistics on the individual slope coefficients are significant. C. The R2 is high, the F-statistic is significant and the t-statistics on the individual slope coefficients are insignificant. |