(伍德里奇英文版第五版章节3.4 P97页最上面一段原文如下)Not surprisingly, it can be difficult to estimate the effect of any particular expenditure category on student performance when there is little variation in one category that cannot largely be explained by variations in the other expenditure categories (this leads to high Rj^2 for each of the expenditure variables). Such multicollinearity problems can be mitigated by collecting more data, but in a sense we have imposed the problem on ourselves: we are asking questions that may be too subtle for the available data to answer with any precision. We can probably do much better by changing the scope of the analysis and lumping all expenditure categories together, since we would no longer be trying to estimate the partial effect of each separate category.