题目
With respect to a linear regression with multiple regressors, each of the following is true EXCEPT which statement is false:
选项
A.Imperfect multicollinearity implies that we cannot estimate precisely ANY of the partial effects (slope coefficients)
B.Imperfect multicollinearity means that two or more of the regressors are highly correlated
C.In contrast to perfect muticollinearity, imperfect multicollinearity it is not necessarily an error but likely just a feature of the OLS
D.The dummy variable trap is an example of perfect multicolliinearity
答案
A
解析
Imperfect multicollinearity implies that it will be difficult to estimate precisely one or more of the partial effects, but does necessarily challenge all of the slope coefficients.不完善的多重共线性意味着很难精确估计一个或多个局部效应，但是必然会是所有的斜率系数的挑战。