标题: 求助，数量中multicollinearity为什么影响是犯type 1 error [打印本页]

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作者: dontknow1987    时间: 2013-10-12 22:23     标题: 求助，数量中multicollinearity为什么影响是犯type 1 error

请问，数量中multicollinearity为什么影响是犯type 1 error，而不是type 2 error呢？谢谢！

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作者: 童老师    时间: 2013-10-12 22:40

多重共线性是type 2错误，你就这么想，所有的b is not significant from 0,就是取伪。

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作者: apf_jingrui_li    时间: 2013-10-20 08:07

Multicollinearity impact: standard error increase leads to low individual coefficient t-value, high overall fit means high F-value and high R square. Your type I error will decrease or you have lower power, type II error will increase.

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