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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!

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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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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