NO.PZ202208300200000102
问题如下:
The results reported in Exhibit 1 are most accurately interpreted as indicating that:
选项:
A.the reported R2 is spurious.
B.multicollinearity is not present.
C.the regression coefficients have inflated standard errors.
解释:
SolutionB is correct. The pairwise correlation is low. The only case in which correlation between independent variables may be a reasonable indicator of multicollinearity occurs in a regression with exactly two independent variables, as is the case in this problem. Furthermore, the additional classic symptoms of multicollinearity (high R2 and significant F-statistic but not significant coefficients) are not present.
A is incorrect. Even in the face of multicollinearity, a regression may have a high R2.
C is incorrect. At least one coefficient (b2) is different from zero.
我是这么想,我用DW检验,看了一下发现1.89接近2,所以r接近0,不能证明有多重共线性,所以不存在高的standard error,第三个答案也是错的?1.63和1.72