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What is multicollinearity in the context of multiple regression?

a) When the dependent variable is categorical

b) When two or more independent variables are highly correlated with each other

c) When the residuals are not normally distributed

d) When the regression model is overfitted

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b) When two or more independent variables are highly correlated with each other

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b

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Letter B.

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b

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b

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b

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b

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b

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