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lcrcp3 · 2023年09月14日

如题

NO.PZ2023040502000024

问题如下:


The results reported in Exhibit are most accurately interpreted as indicating that:

选项:

A.

multicollinearity is not present.

B.

the reported R2 is spurious.

C.

the regression coefficients have inflated standard errors.

解释:

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 R2and significant F-statistic but not significant coefficients) are not present.

请用中文说一下判断标准。

1 个答案

星星_品职助教 · 2023年09月15日

同学你好,

由于多元回归中的两个X变量之间相关系数仅为0.015,可判断不存在多重共线性。

所以,R2不会因多重共线性而不可信;系数估计量的standard error不会因多重共线性而高估(inflated)。

 

有问必答并非翻译,对于已有答案解析的题目,此后提问请具体标明需要中文解释的地方。