问题如下:
If an omitted variable is correlated with variables already included in the model, coefficient estimates will be biased and inconsistent and standard errors will also be inconsistent.Is this Statement correct?
选项:
A.Yes
No, because the model’s coefficient estimates will be
unbiased.
No, because the model’s coefficient estimates will be consistent.
解释:
The statement is correct because a correlated omitted
variable will result in biased and inconsistent parameter estimates and inconsistent
standard errors.
题意不就是残差项与其中一个X相关,那不就是条件异方差现象吗?