Question: In a multiple regression setting, e.g. Y = 0 + 1 X 1 + 2 X 2 + , where Y is response variable, X

In a multiple regression setting, e.g. Y = 0 + 1X1 + 2X2 + , where Y is response variable, X1 and X2 are explanatory variables. Collinearity means

A.None of the above.

B.Y and X1 are highly correlated.

C.X1 and X2 are highly correlated.

D.Y and X2 are highly correlated.

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