问题如下图:
选项:
A.
B.
C.
D.
解释:
讲义中写道 Conditional heteroskedasticity causes the most problems for statistical inference.为什么B选项后半句是错的?
NO.PZ2016062402000025 Whiof the following statements regarng lineregression is false? Heteroskesticity occurs when the varianof resials is not the same across all observations in the sample. Uncontionheteroskesticity lea to inefficient estimates, wherecontionheteroskesticity cleto problems with both inferenanestimation. Sericorrelation occurs when the resiterms are correlatewith eaother. Multicollinearity occurs when a high correlation exists between or among two or more of the inpennt variables in a multiple regression Heteroskesticity ineoccurs when the varianof the resials is not constant, so This lea to inefficient estimates but otherwise es not cause problems with inferenanestimation. Statements C anare correct. 异方差不会影响系数估计即bj,只是会影响SER和Sbj和假设检验,那为什么还要说会导致无效估计呢?不是不影响系数本身的估计和其一致性吗
NO.PZ2016062402000025 Whiof the following statements regarng lineregression is false? Heteroskesticity occurs when the varianof resials is not the same across all observations in the sample. Uncontionheteroskesticity lea to inefficient estimates, wherecontionheteroskesticity cleto problems with both inferenanestimation. Sericorrelation occurs when the resiterms are correlatewith eaother. Multicollinearity occurs when a high correlation exists between or among two or more of the inpennt variables in a multiple regression Heteroskesticity ineoccurs when the varianof the resials is not constant, so This lea to inefficient estimates but otherwise es not cause problems with inferenanestimation. Statements C anare correct. inefficient estimates 可以理解成 not a problem for infer anestimate吗
描述,两个及以上自变量之间存在高度关系,而不是高度线性关系也正确?
老师你好,B已经把我完全搞晕了,uncontionheteroskesticity不是说没有大问题吗?另外解析里为什么说会造成ineinefficient estimates但是youi又对inference和estestimation没有影响? 可以麻烦您再详细给我一下吗?
是不是contionheteroskesticity cleto problem with inferenbut not estimation???