B为什么不对？

NO.PZ2023040502000024

问题如下：

The results reported in Exhibit are most accurately interpreted as indicating that:

选项：

multicollinearity is not present.

the reported R² is spurious.

the regression coefficients have inflated standard errors.

解释：

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 R²and significant F-statistic but not significant coefficients) are not present.

B为什么不对？
DW检验的值大于Critical Value，说明有Autocorrelation，这个理解对吗？

添加评论

1 个答案

已采纳答案

品职助教_七七 · 2024年06月05日

嗨，努力学习的PZer你好：

1）spurious R方是多重共线性的特征之一。本题没有多重共线性，也就不会有B选项的现象存在；

2）DW test的做法教材已经删除了，本题也不是考察DW test和autocorrelation的，仅做简单说明如下：

DW test是否拒绝原假设的结论可参考下图。DW critical value有两个，本题分别是dl=1.63和du1.72。由于DW

statistic=1.89，超出了这个范围且靠近2，所以不能拒绝原假设。说明没有serial correlation的问题。

上面讲解和下图都仅供参考，现在已经不这样考了。

----------------------------------------------
努力的时光都是限量版，加油！

添加评论

1
回答
0
关注
120
浏览

我要回答关注问题

相关问题

NO.PZ2023040502000024问题如下 The results reportein Exhibit are most accuratelyinterpreteincating that: A.multicollinearity is not present.B.the reporteR2 is spurious.C.the regression coefficients have inflatestanrrrors. The pairwise correlation is low. The only case inwhicorrelation between inpennt variables ma reasonable incatorof multicollinearity occurs in a regression with exactly two inpenntvariables, is the case in this problem. Furthermore, the aitionclassicsymptoms of multicollinearity (high R2ansignificant F-statisticbut not significant coefficients) are not present. 请用中文说一下判断标准。

2023-09-14 14:46 1 · 回答

B为什么不对？

1 个答案

1

0

120

相关问题