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Hello! I just need help on this practice exam question: Even if the P-value of the...

Hello! I just need help on this practice exam question:

Even if the P-value of the F test in a multiple regression model is nearly zero, it is possible that the R2 of the model is much less than one.

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This statement is True. In case of multicollinearity, it is possible that the F test is significant but R2 value is much less than one.

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