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.
麻烦老师解释一下C是什么意思,没明白为啥要算test statistical 呀?