问题如下图:
选项:
A.
B.
C.
解释:
,为什么说多重共线性,R square会变大呢?
NO.PZ201709270100000203 3. Honoré scribes three potenticonsequences of multicollinearity. Are all three consequences correct? Yes No, 1 is incorreNo, 2 is incorre B is correct. The R2 is expecteto increase, not cline, with a new inpennt variable. The other two potenticonsequences Honoré scribes are correct. 虽然这题选对了,A明显是错的,但对于C我有一点疑问,题干没有说是正相关还是负相关,怎么判断t test就是inflation呢?如果是负相关,t test 应该是narrow呀
No, 1 is incorreNo, 2 is incorre B is correct. The R2 is expecteto increase, not cline, with a new inpennt variable. The other two potenticonsequences Honoré scribes are correct. 想问一下,多重共线性里,有没有讨论过SEE?是不是SEE会变大,即残差的标准差会变大?
3. Honoré scribes three potenticonsequences of multicollinearity. Are all three consequences correct? Yes No, 1 is incorreNo, 2 is incorre B is correct. The R2 is expecteto increase, not cline, with a new inpennt variable. The other two potenticonsequences Honoré scribes are correct. 请问为什么当存在多重共线性问题的时候,T检验就会不显著,计算出来的T统计量就会很小?能一下吗?
No, 1 is incorreNo, 2 is incorre B is correct. The R2 is expecteto increase, not cline, with a new inpennt variable. The other two potenticonsequences Honoré scribes are correct. 存在多重贡献性问题为什么会使得R square大?R square照书面意思是独立自变量非独立自变量的强度啊?
第三点inflate是什么意思?为什么第3点是对的?怎么