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.
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