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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?

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