Variable Coefficient Std. Error t-Statistic Prob.
C 12.02687 1.764321 6.816717 0.0000
X2 0.140999 0.320531 0.439892 0.6694
R-squared 0.018983 Mean dependent var 12.80025
Adjusted R-squared -0.079119 S.D. dependent var 0.493141
S.E. of regression 0.512278 Akaike info criterion 1.651114
Sum squared resid 2.624290 Schwarz criterion 1.731932
Log likelihood -7.906684 Hannan-Quinn criter. 1.621192
F-statistic 0.193505 Durbin-Watson stat 0.090606
Prob(F-statistic) 0.669370
想问下一个变量,例如X2,单独回归时,,没通过T检验,对因变量影响狠不明显,如上表,但是在加入了X1变量后,X2通过了T检验,如下表,这说明了什么?是因为多重共线性吗,还是怎么解读
Dependent Variable: LOG(Y)
Method: Least Squares
Date: 04/16/17 Time: 19:23
Sample: 2004 2015
Included observations: 12
Variable Coefficient Std. Error t-Statistic Prob.
C 9.231207 0.765389 12.06081 0.0000
X1 0.439038 0.056919 7.713365 0.0000
X2 0.554734 0.133703 4.148997 0.0025
R-squared 0.871100 Mean dependent var 12.80025
Adjusted R-squared 0.842455 S.D. dependent var 0.493141
S.E. of regression 0.195737 Akaike info criterion -0.211770
Sum squared resid 0.344817 Schwarz criterion -0.090543
Log likelihood 4.270621 Hannan-Quinn criter. -0.256653
F-statistic 30.41072 Durbin-Watson stat 2.511105
Prob(F-statistic) 0.000099