开发者:上海品职教育科技有限公司 隐私政策详情

应用版本:4.2.11(IOS)|3.2.5(安卓)APP下载

梦秋 · 2018年05月20日

问一道题:NO.PZ2015120204000018 [ CFA II ]

问题如下图:

选项:

A.

B.

C.

解释:

请问C答案哪里有误。我对题目理解本身也不太清楚,谢谢

2 个答案

源_品职助教 · 2018年05月20日

你的理解是对的

源_品职助教 · 2018年05月20日

 

这题考察的是遗漏变量对回归模型的影响,

因为回归模型遗漏了重要变量,因此这个模型都是错误的,所以它将不满足模型必须的假设条件,模型参数本身也是错误的。

 

梦秋 · 2018年05月20日

correlated with variables 这里的variable指的是dependent variable吧?

  • 2

    回答
  • 0

    关注
  • 289

    浏览
相关问题

NO.PZ2015120204000018 问题如下 If omittevariable is correlatewith variables alrea incluin the mol, coefficient estimates will biaseaninconsistent anstanrerrors will also inconsistent. Is this Statement correct? A.Yes. B.No, because the mol’s coefficient estimates will unbiase C.No, because the mol’s coefficient estimates will consistent. A is correct.Chang is correbecause a correlateomittevariable will result in biaseaninconsistent parameter estimates aninconsistent stanrerrors. 遗漏变量带来的结果不是异方差和自相关么?这两个问题都是不影响系数的啊?而且老师课上也说遗漏变量主要是影响残差项,和系数有什么关系?

2024-08-15 18:21 1 · 回答

NO.PZ2015120204000018 问题如下 If omittevariable is correlatewith variables alrea incluin the mol, coefficient estimates will biaseaninconsistent anstanrerrors will also inconsistent. Is this Statement correct? A.Yes. B.No, because the mol’s coefficient estimates will unbiase C.No, because the mol’s coefficient estimates will consistent. A is correct.Chang is correbecause a correlateomittevariable will result in biaseaninconsistent parameter estimates aninconsistent stanrerrors. 如上

2024-04-13 22:01 1 · 回答

NO.PZ2015120204000018 问题如下 If omittevariable is correlatewith variables alrea incluin the mol, coefficient estimates will biaseaninconsistent anstanrerrors will also inconsistent. Is this Statement correct? A.Yes. B.No, because the mol’s coefficient estimates will unbiase C.No, because the mol’s coefficient estimates will consistent. A is correct.Chang is correbecause a correlateomittevariable will result in biaseaninconsistent parameter estimates aninconsistent stanrerrors. 就这道题目衍生有两个问题什么是一致性?什么情况下会影响一致性(违反那些假设?或模型设定中有哪些错误?)及其原因

2023-10-17 11:53 3 · 回答

NO.PZ2015120204000018问题如下If omittevariable is correlatewith variables alrea incluin the mol, coefficient estimates will biaseaninconsistent anstanrerrors will also inconsistent. Is this Statement correct?A.Yes.B.No, because the mol’s coefficient estimates will unbiaseC.No, because the mol’s coefficient estimates will consistent.A is correct.Chang is correbecause a correlateomittevariable will result in biaseaninconsistent parameter estimates aninconsistent stanrerrors. 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?

2022-12-04 15:33 2 · 回答

NO.PZ2015120204000018 有问必答里之前有位助教的是影响了b1的估计就会导致inconsistent。但是多重共线性中会影响b1的估计也不会影响inconsistent,所以为什么ommitex会导致呢

2022-01-10 20:32 1 · 回答