The varianof the error term creases the value of the pennt variable increases. The error term is normally stribute important explanatory variable is omittethinfluences the explanatory variables incluanthe pennt variable. If the true regression inclus a thirvariable z thinfluences both y anx, the error term will not contionally inpennt of x, whiviolates one of the assumptions of the OLS mol. This will artificially increase the explanatory power of the regression. Intuitively, the variable x will appeto explain more of the variation in y simply because it is correlatewith z 的情形,遗漏变量为什么会使回归的力度被夸大?遗漏产量不应该会导致回归效果不好吗?以至于回归力度下降?
老师能确认一下这道题正确吗?
老师,b是在说条件异方差的现象吗?这个现象会减少对y的力度吗?
为什么忽略了一个重要变量会让x疑似过度拟合呢?是不是因为这个变量被包含在残差项里呢?请,!
底错在哪里