NO.PZ2016062402000024
问题如下:
You built a linear regression model to analyze annual salaries for a developed country. You incorporated two independent variables, age and experience, into your model. Upon reading the regression results, you notice that the coefficient of experience is negative, which appears to be counterintuitive. In addition, you discover that the coefficients have low t-statistics but the regression model has a high \(R^2\). What is the most likely cause of these results?
选项:
A.Incorrect standard errors
B.Heteroskedasticity
C.Serial correlation
D.Multicollinearity
解释:
Age and experience are likely to be highly correlated. Generally, multicollinearity manifests itself when standard errors for coefficients are high, even when the is high.
因为experience 的coefficient 是negative的,所以当low t statistic 小于- t critical,时,应该通过t检验,拒绝原假设啊。
这不是和 多重共线性的 条件之一【不通过t检验】相矛盾啊 ,为啥选多重共线性啊