计量经济学导论第五版第三章问题求助

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收藏 2021-09-22

（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.

小弟有句话不是很明白（上文加粗部分，自译如下）：存在一个波动很小且其波动不能被其他类别的波动很大程度的解释的自变量（支出类别）（这会导致每个自变量的Rj^2很高），此时，任意自变量的效用（即自变量系数）很难估计。

x的波动小说明SSTx小，不能被其他自变量很好的解释不是应该Rj^2小吗？括号里怎么又说Rj^2大呢？是笔误呢？还是我理解错了？我翻了6、7版的英文，没发现有改动。

中文第五版摘录如下，供参考：如果一种支出项目的波动几乎全部能由其他项目的波动来解释（这会导致每个支出变量的Rj^2都很高），那么，就很难估计出某特定项目对学生成绩的影响。（本身波动很小被吃了吗？这翻译质量，呵呵呵）

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