For data with a heteroskedasticity problem, the estimated parameter coefficients will be wrong if we do not correct for the heteroskedasticity. O True O False Multicollinearity occurs when: O An independent variable in a multiple regression model cannot be linearly predicted by another independent variable. An independent variable in a multiple regression model can be linearly predicted by the dependent variable. An independent variable in a multiple regression model can be linearly predicted by another independent variable. An independent variable in a multiple regression cannot be linearly predicted by another dependent variable. Homoskedasticity assumes the variance of the error term is: Constant for each independent variable. Zero for each independent variable. OEqual to the variance of the independent variable. Changing for each independent variable.