大家帮我分析下结果啊,是不是第六个变量有多重线性,但该变量的VIF,不是才1多点吗?我去掉该变量后又有lnasset这一变量多重线性了
Model Summary(b)
Change Statistics
Model R R Square Adjusted R Square Std. Error of the Estimate R Square Change F Change df1 df2 Sig. F Change
1 .845a .714 .709 .057129729 .714 121.566 5 243 .000
a. Predictors: (Constant), 合并前一年loss(损失1,其他0), 合并前一年Lnasset, 合并前一年资产负债率, 变1,不变0, 合并前一年审计意见类型
b. Dependent Variable: 合并前一年总资产净利润率(ROA)A
ANOVA(b)
Model Sum of Squares df Mean Square F Sig.
1 Regression 1.984 5 .397 121.566 .000a
Residual .793 243 .003
Total 2.777 248
a. Predictors: (Constant), 合并前一年loss(损失1,其他0), 合并前一年Lnasset, 合并前一年资产负债率, 变1,不变0, 合并前一年审计意见类型
b. Dependent Variable: 合并前一年总资产净利润率(ROA)A
Coefficients(a)
Unstandardized Coefficients Standardized Coefficients 95.0% Confidence Interval for B Correlations Collinearity Statistics
Model B Std. Error Beta t Sig. Lower Bound Upper Bound Zero-order Partial Part Tolerance VIF
1 (Constant) .088 .029 3.016 .003 .031 .146
变1,不变0 -.018 .010 -.066 -1.791 .074 -.038 .002 -.142 -.114 -.061 .878 1.139
合并前一年资产负债率 -.051 .003 -.570 -15.588 .000 -.058 -.045 -.667 -.707 -.534 .879 1.138
合并前一年Lnasset .000 .001 -.010 -.288 .774 -.003 .002 .094 -.018 -.010 .902 1.109
合并前一年审计意见类型 .018 .014 .049 1.246 .214 -.010 .046 -.353 .080 .043 .774 1.291
合并前一年loss(损失1,其他0) -.171 .012 -.534 -14.261 .000 -.194 -.147 -.643 -.675 -.489 .839 1.192
a. Dependent Variable: 合并前一年总资产净利润率(ROA)A
Collinearity Diagnostics(a)
Variance Proportions
Model Dimension Eigenvalue Condition Index (Constant) 变1,不变0 合并前一年资产负债率 合并前一年Lnasset 合并前一年审计意见类型 合并前一年loss(损失1,其他0)
1 1 3.063 1.000 .00 .03 .03 .00 .03 .03
2 1.039 1.717 .00 .00 .02 .00 .25 .17
3 .786 1.973 .00 .66 .21 .00 .00 .01
4 .614 2.234 .00 .12 .32 .00 .07 .60
5 .490 2.500 .00 .08 .41 .00 .66 .19
6 .008 19.683 .99 .10 .01 .99 .00 .00
a. Dependent Variable: 合并前一年总资产净利润率(ROA)A