求讲解为什么是答案里的影响
问题如下图:
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解释:
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NO.PZ2015120204000017 问题如下 Contionheteroskesticity will result in consistent coefficient estimates, but both the t-statistianF-statistic will biase resulting in false inferences. Is this Statement correct? A.Yes. B.No, because the mol’s F-statistic will not biase C.No, because the mol’s t-statistiwill not biase A is correct.Chang is correbecause the presenof contionheteroskesticity results in consistent parameter estimates, but biase(up or wn) stanrerrors, t-statistics, anF-statistics. 老师,此题的条件异方差对系数的估计和一致性不是没影响么?怎么理解题目里的英文?
前半句Contionheteroskesticity will result in consistent coefficient estimates怎么理解呢?不是说条件异方差不会影响参数估计的一致性吗?那为什么前半句说的相反的呢?
问下讲义上的相关内容,请问下为啥有type 2 eerror,有条件异方差,每个error term之间有联系,只会减少stanrerror,怎么SE会too large?