[問題] t-stat
想請問一下大家
t-stat是什麼呢
我在廿關於如何偵測是否有線性重合的東西
裡面提到add a variable that is almost perfectly correlated with x
then R^2(R-square) will rise slightly, but t-stat on x will fall.
卡在t-stat那裡超久的呀!!~~~?>"<
謝謝大家
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