能否解释一下B、C选项的意思？

问题如下：

Question Which of the following failures in regression functional form most likely leads to multicollinearity?

选项：

A.A.Inappropriate data pooling B.B.Inappropriate variable scaling C.C.Inappropriate form of variables

解释：

• A is Incorrect because, if a regression model pools data from different samples that should not be pooled, this may lead to heteroskedasticity or serial correlation, not multicollinearity.

• B is Correct because this refers to the case where one or more regression variables may need to be transformed before estimating the regression, otherwise it may lead to heteroskedasticity or multicollinearity.

• C is Incorrect because, if a regression model ignores a nonlinear relationship between the dependent and independent variables, this may lead to heteroskedasticity, not multicollinearity.