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finger · 2017年10月06日

问一道题:NO.PZ2015120204000018 [ CFA II ]

问题如下图:
选项:
A.
B.
C.
解释:不是特别懂题目,请问中文是什么意思
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已采纳答案

源_品职助教 · 2017年10月06日

课上说过,多元线性回归方程中,自变量之间是存在一定相关性的,但是不超过0.7就没有关系。

如果一个“OMITTED”变量即使与现在模型中的其他变量存在一定相关性,它也应该是被包含在模型之中的。

题目就是问,这样的OMITTED 变量如果被模型忽视了,会出现的一些列问题是不是正确的表述。

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