为什么选项2、3是错的呢？

问题如下：

An analyst is concerned about the possible presence of multicollinearity in the regression. She states that adding a new independent variable that is highly correlated with one or more independent variables already in the regression model, has three potential consequences:

1. The R2 is expected to decline.

2. The regression coefficient estimates can become imprecise and unreliable.

3. The standard errors for some or all of the regression coefficients will become inflated.

Are all three consequences correct?

选项：

A.

Yes

B.

No, 1 is incorrect

C.

No, 2 is incorrect

解释：

The R² is expected to increase, not decline, with a new independent variable. The other two potential consequences are correct.