遗失一个变量,是不是会产生序列自相关的问题。
但是序列自相关和估计本身以及系数没有影响。
这道题难道不是序列自相关?
问题如下图:
选项:
A.
B.
C.
解释:
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?
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
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
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?
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