题目
You built a linear regression model to analyze annual salaries for a developed country. You incorporated two independent variables, age and experience, into your mode. Upon reading the regression results, you noticed that the coefficient of "experience" is negative which appears to be counter-intuitive. In addition you have discovered that the coefficients have low t-statistics but the regression model has a high R2. What is the most likely cause of these results?
选项
A.Incorrect standard errors
B.Heteroscedasticity
C.Serial correlation
D.Multicollinearity
答案
D
解析
Age and experience are highly correlated and would lead to multicollinearity. In fact, low t-statistics but a high R^2 do suggest this problem also. Answer A, B and C are not likely causes and are therefore incorrect.年龄和经验高度相关，会导致多重共线性。 实际上，较低的t统计量但较高的R2确实也提示了此问题。 答案A，B和C不太可能是原因，因此是不正确的。