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Regression 1:
R^2 was 0.2244
t-stat for T-bill = 1.98
t-stat for S&P 500 Return −0.0161 / 0.032 = 0.5031
t-stat Global index return = 0.0037 / 0.034 = 0.1088
Neither of these is significant for t 0.05,16
so one of these related variables was dropped - which looks like the standard case for Multicollinearity.
CP |
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发表于 2011-7-11 19:54
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