Question: In a multivariate regression, the estimated coefficientb j is more precisely estimated when A. the variance of error term is larger, and the regressor x

In a multivariate regression, the estimated coefficientbjis more precisely estimated when

A. the variance of error term is larger, and the regressor xj can not be well explained by the other regressors

B. the variance of error term is larger, and the regressor xj can be well explained by the other regressors

C. the variance of error term is smaller, and the regressor xj can not be well explained by the other regressors

D. the variance of error term is smaller, and the regressor xj can be well explained by the other regressors

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