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vivian_zm · 2019年10月19日

问一道题:NO.PZ2018122801000072

问题如下图:

    

选项:

A.

B.

C.

D.

解释:


请问omitted variable 为什么和included regressor是correlated的啊?

1 个答案

orange品职答疑助手 · 2019年10月19日

同学你好,这是题目的条件呀,它意思是,做回归的时候,Y本来应该和X1,X2做回归,且X2和X1具有一定相关性。这是题目给的条件,不是结论。

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NO.PZ2018122801000072 问题如下 The proper selection of factors to inclu in ornary least squares estimation is criticto the accuraof the result. When es omittevariable bias occur? Omitted variable bioccurs when the omittevariable is correlatewith the includ regressor anis a terminant of the pennt variable. Omitted variable bioccurs when the omittevariable is correlatewith the includ regressor but is not a terminant of the pennt variable. Omitted variable bioccurs when the omittevariable is inpennt of the includ regressor anis a terminant of the pennt variable. Omitted variable bioccurs when the omittevariable is inpennt of the includ regressor but is not a terminant of the pennt variable. A is correct. 考点 : Omit Variable 解析 : Omittevariable bioccurs when a mol improperly omits one or more variables thare criticterminants of the pennt variable anare correlatewith one or more of the other incluinpennt variables. Omittevariable biresults in over-or unr-estimation of the regression parameters. 这道题我错选了C,因为不太理解“omittevariable is correlatewith the incluregressor”,我选的是inpennt。

2022-10-16 16:16 1 · 回答

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问一道题:NO.PZ2018122801000072

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