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❤Oliva · 2023年11月29日

解析中的表述,是根据什么判断出来的?

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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.

解析中“C is incorrect. At least one coefficient (b2) is different from zero.


根据什么判断出的 At least one coefficient (b2) is different from zero?

❤Oliva · 2023年11月29日

通过计算t值,对吧

1 个答案
已采纳答案

品职助教_七七 · 2023年11月30日

嗨,从没放弃的小努力你好:


是的。根据Exhibit 1中给出的coefficient和对应的standard error,可以算出t值。

如b2对应的t值就是t=0.5984/0.3=1.9947 ,大于了临界值1.96。可得到假设检验的结论为significant different from zero。

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