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Ivana 🍭 · 2024年01月23日

module 2 数量提问

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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:

Solution

B 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?

1 个答案

品职助教_七七 · 2024年01月24日

嗨,从没放弃的小努力你好:


这道题实际就是在问多重共线性。如果有多重共线性的话,则R方虚高(A选项),系数的标准误虚高(C选项)。三个选项都是围绕有没有多重共线性展开的。

明确了这一点后,由于A和C都是有多重共线性后所体现出的现象。所以直接看B选项的 有没有多重共线性。随后根据两个自变量之间较低的相关系数,可判断出无多重共线性。

由此选择B。同时就也不会有多重共线性对应的问题(A、C选项)。

这样做比较直接且简单,不需要单独去考虑C选项(或者A)。

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