In my own defense: I was asking a simple question:
will highly correlated cause an irregularly high R^2. My answer to my own question is "no" it can't.. No-one here was able to give me this answer and I believe it is correct: if your sample is large enough,(as mine is) then "no", multicollinearity cannot affect your R^2, it will only affect the coefficients and their signs and errors. ================================================================= Instructions for joining and leaving this list, remarks about the problem of INAPPROPRIATE MESSAGES, and archives are available at http://jse.stat.ncsu.edu/ =================================================================