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Which of the following is most likely in...

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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。