请问各位,下面的模型是否存在多重共线性啊? 做了简单相关系数检验,各解释变量之间的相关系数都很高,但是各参数估计值的t检验都显著通过了,到底有无多重共线性?
Variable Coefficient Std. Error t-Statistic Prob.
C 62178.50 2551.707 24.36741 0.0000
X1 -0.185006 0.057141 -3.237706 0.0041
X2 531.3885 35.20241 15.09523 0.0000
X3 -66.53895 16.54377 -4.021996 0.0007
T 1977.228 22.87490 86.43659 0.0000
R-squared 0.999764 Mean dependent var 119740.0
Adjusted R-squared 0.999717 S.D. dependent var 9188.218
S.E. of regression 154.5160 Akaike info criterion 13.09533
Sum squared resid 477504.0 Schwarz criterion 13.33910
Log likelihood -158.6916 F-statistic 21211.16
Durbin-Watson stat 0.907628 Prob(F-statistic) 0.000000