題組內容

5. (22 points) Suppose the model of interest is. The OLS cstimation may suffer some problems, because assumptions of classical linear regression model (CLRM) do not hold.

(a) (10 points) If the estimation results show a high R²value but few significant t ratios.
i. (6 points) What problem causes this result and why?
ii. (4 points) How do you remedy this problem?

題組內容

(a) (10 points) If the estimation results show a high R²value but few significant t ratios.
i. (6 points) What problem causes this result and why?
ii. (4 points) How do you remedy this problem?

相關申論題

相關試卷

題組內容

(a) (10 points) If the estimation results show a high R2 value but few significant t ratios. i. (6 points) What problem causes this result and why? ii. (4 points) How do you remedy this problem?

相關申論題

相關試卷

(a) (10 points) If the estimation results show a high R²value but few significant t ratios.
i. (6 points) What problem causes this result and why?
ii. (4 points) How do you remedy this problem?