徐威廉 · 2020年06月12日
* 问题详情，请 查看题干
问题如下：
3. Honoré describes three potential consequences of multicollinearity. Are all three consequences correct?
选项：
A.
Yes
B.
No, 1 is incorrect
C.
No, 2 is incorrect
解释：
B is correct. The R2 is expected to increase, not decline, with a new independent variable. The other two potential consequences Honoré describes are correct.
存在多重贡献性问题为什么会使得R squared变大？R squared按照书面意思是独立自变量解释非独立自变量的强度啊？
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？
第三点inflate是什么意思？为什么第3点是对的？怎么
