开发者:上海品职教育科技有限公司 隐私政策详情

应用版本:4.2.11(IOS)|3.2.5(安卓)APP下载

简胖子 · 2019年08月10日

问一道题:NO.PZ2016062402000025 [ FRM I ]

问题如下图:

选项:

A.

B.

C.

D.

解释:

是不是conditional heteroskedasticity can lead to problem with inference but not estimation???

1 个答案

orange品职答疑助手 · 2019年08月10日

同学你好,是的

Lucrecia1004 · 2019年08月13日

老师你好,我看了另一个助教的回答,他说:条件异方差并没有对系数Bi本身造成偏差影响,只是对其标准误产生偏差,因此检验的有效性打了折扣。 所以estimation和一些推论是不受影响的,受影响的是对Bi的检验。所以异方差到底对inference有没有影响?谢谢

orange品职答疑助手 · 2019年08月14日

同学你好,这边还是以notes的结论为准吧。这部分的内容对统计学的要求很高,数学原理挺复杂的,只能记一下结论了

  • 1

    回答
  • 0

    关注
  • 433

    浏览
相关问题

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

2021-12-30 21:20 3 · 回答

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

2021-03-31 16:51 2 · 回答

     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?

2019-09-18 11:19 1 · 回答

     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?

2019-08-13 18:46 1 · 回答