NO.PZ2015120204000018
问题如下:
If an omitted variable is correlated with variables already included in the model, coefficient estimates will be biased and inconsistent and standard errors will also be inconsistent. Is this Statement correct?
选项:
A.
Yes.
B.
No, because the model’s coefficient estimates will be unbiased.
C.
No, because the model’s coefficient estimates will be consistent.
解释:
A is correct.
Chang is correct because a correlated omitted variable will result in biased and inconsistent parameter estimates and inconsistent standard errors.
为什么会导致系数的inconsistent?老师不是说consistent的意思是变量个数n的增加,不会影响它的准确性吗。就算遗漏了某个变量x,但它能体现在残差项中,这个理解有问题吗?