1.何谓 Multicollinearity Y=Ⅹb+ Y=:,X 12 k2 n One of the conditions for ols: rank(X=k +l<n1. 何谓 Multicollinearity One of the conditions for OLS: 11 1 0 1 1 12 2 1 2 1 1 1 , , , 1 k k n n kn k n X X b Y X X b Y X X b    = +                       = = = =                         Y Xb ε Y X b ε rank( )= 1 X k n + 