教材原文提到:
If the
omitted
variable
(
X
2
) is correlated with the remaining
variable
(
X
1
), then the error term in the model will be correlated with (
X
1
), and the estimated values of the regression coefficients
a
0
and
a
1
would be biased and inconsistent. In addition, the estimates of the standard errors of those coefficients will also be inconsistent, so we can use neither the coefficients estimates nor the estimated standard errors to make statistical tests.
(Institute 356)
Institute, CFA. 2018 CFA Program Level II Volume 1 Ethical and Professional Standards, Quantitative Methods, and Economics. CFA Institute, 07/2017. VitalBook file.
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这里面影响系数估计我还可以理解,而是否影响inconsisitent 我不明白该如何判断,我理解consisitent是指样本越大,估计越接近总体,那么遗漏变量如何影响inconsistent?还有其他错误会对一致性造成影响吗