题目
Which of the following is most likely in the case of high multicollinearity?
选项
A.Low F ratio and insignificant partial slope coefficients
B.High F ratio and insignificant partial slope coefficients
C.Low F ratio and significant partial slope coefficients
D.High F ratio and significant partial slope coefficients
答案
B
解析
Classic symptom of high multicollinearity is high (corresponds to high F ratio) butinsignificant partial slope coefficients.高多重共线性的典型症状是高(对应于高F比),但局部斜率系数不明显。