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Ruthlessbaby · 2018年12月20日

问一道题:NO.PZ201709270100000205 第5小题 [ CFA II ]

* 问题详情,请 查看题干

问题如下图:

选项:

A.

B.

C.

解释:

我记得视频里有个地方说对F检验有影响、对t检验没有影响、忘记这个说的是哪里了

1 个答案
已采纳答案

菲菲_品职助教 · 2018年12月26日

同学你好,这里考察的是异方差的影响。在讲义P147页。

可以再整体复习一遍,做一下总结归纳和区分哈~

你说的这个情况应该是在多重共线性那边有提到:

就是当F检验的结果是自变量作为一个整体可以很好的解释因变量的时候,单个自变量的t检验值也许是很低的。

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