问题如下图:
选项:
A.
B.
C.
解释:
请问一下这道题, 异方差不是并不会影响coefficient吗?只会影响coefficient的方差
NO.PZ2018101001000017 问题如下 Whiof the followings is least likely the consequenof the contionheteroskesticity? A.The T-test is still reliable, but the F-test is unreliable. B.The coefficient estimates are not affecte C.The stanrerrors are usually unreliable estimates. A is correct.考点: Heteroskesticity.解析: 本题问的是哪个不是异方差造成的后果。A的描述是错误的,因为异方差会导致T-test和F-test都不靠谱(unreliable)。选择A。B和C的描述均是异方差产生的后果。 多重共线性的系数b是否受影响?
NO.PZ2018101001000017 问题如下 Whiof the followings is least likely the consequenof the contionheteroskesticity? A.The T-test is still reliable, but the F-test is unreliable. B.The coefficient estimates are not affecte C.The stanrerrors are usually unreliable estimates. A is correct.考点: Heteroskesticity.解析: 本题问的是哪个不是异方差造成的后果。A的描述是错误的,因为异方差会导致T-test和F-test都不靠谱(unreliable)。选择A。B和C的描述均是异方差产生的后果。 如题
NO.PZ2018101001000017 The coefficient estimates are not affecte 有条件异方差的时候,系数的估计是不准确的,所以,系数的估计也会收到条件异方差的影响才对,B也应该是对的
NO.PZ2018101001000017 这里的t-test是指残差项的t值吗,还是b1?
The coefficient estimates are not affecte The stanrerrors are usually unreliable estimates. A is correct. 考点: Heteroskesticity. 解析: 本题问的是哪个不是异方差造成的后果。A的描述是错误的,因为异方差会导致T-test和F-test都不靠谱(unreliable)。选择A。B和C的描述均是异方差产生的后果。条件异方差不就是导致可以预测error 吗,不应该选c吗?c说不能可靠的估计error