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

Daenerys · 2020年01月13日

问一道题:NO.PZ2015120204000018

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.

B.

No, because the model’s coefficient estimates will be unbiased.

C.

No, because the model’s coefficient estimates will be consistent.

解释:

A is correct.

Chang is correct because a correlated omitted variable will result in biased and inconsistent parameter estimates and inconsistent standard errors.  

老师您好,请问一下残差项的遗漏为什么会导致系数估计

1 个答案

星星_品职助教 · 2020年01月13日

同学你好,

遗漏变量偏差指的是一个方程里本来应该的有的“变量”被遗漏了。被遗漏的是其中的一个X变量,而不是残差。

例如正确的方程本来应该是 Y=b0+b1X1+b2X2,但是X2被遗漏了,导致方程错误的变成了 Y=b0+b3X1。在错误的方程中,相当于本来应该由两个系数b1和b2共同解释的事情,现在只用一个系数b3来解释了。所以b3是不准确的。加油~

  • 1

    回答
  • 0

    关注
  • 397

    浏览
相关问题

NO.PZ2015120204000018 问题如下 If omittevariable is correlatewith variables alrea incluin the mol, coefficient estimates will biaseaninconsistent anstanrerrors will also inconsistent. Is this Statement correct? A.Yes. B.No, because the mol’s coefficient estimates will unbiase C.No, because the mol’s coefficient estimates will consistent. A is correct.Chang is correbecause a correlateomittevariable will result in biaseaninconsistent parameter estimates aninconsistent stanrerrors. 遗漏变量带来的结果不是异方差和自相关么?这两个问题都是不影响系数的啊?而且老师课上也说遗漏变量主要是影响残差项,和系数有什么关系?

2024-08-15 18:21 1 · 回答

NO.PZ2015120204000018 问题如下 If omittevariable is correlatewith variables alrea incluin the mol, coefficient estimates will biaseaninconsistent anstanrerrors will also inconsistent. Is this Statement correct? A.Yes. B.No, because the mol’s coefficient estimates will unbiase C.No, because the mol’s coefficient estimates will consistent. A is correct.Chang is correbecause a correlateomittevariable will result in biaseaninconsistent parameter estimates aninconsistent stanrerrors. 如上

2024-04-13 22:01 1 · 回答

NO.PZ2015120204000018 问题如下 If omittevariable is correlatewith variables alrea incluin the mol, coefficient estimates will biaseaninconsistent anstanrerrors will also inconsistent. Is this Statement correct? A.Yes. B.No, because the mol’s coefficient estimates will unbiase C.No, because the mol’s coefficient estimates will consistent. A is correct.Chang is correbecause a correlateomittevariable will result in biaseaninconsistent parameter estimates aninconsistent stanrerrors. 就这道题目衍生有两个问题什么是一致性?什么情况下会影响一致性(违反那些假设?或模型设定中有哪些错误?)及其原因

2023-10-17 11:53 3 · 回答

NO.PZ2015120204000018问题如下If omittevariable is correlatewith variables alrea incluin the mol, coefficient estimates will biaseaninconsistent anstanrerrors will also inconsistent. Is this Statement correct?A.Yes.B.No, because the mol’s coefficient estimates will unbiaseC.No, because the mol’s coefficient estimates will consistent.A is correct.Chang is correbecause a correlateomittevariable will result in biaseaninconsistent parameter estimates aninconsistent stanrerrors. 为什么会导致系数的inconsistent?老师不是说consistent的意思是变量个数n的增加,不会影响它的准确性吗。就算遗漏了某个变量x,但它能体现在残差项中,这个理解有问题吗?

2022-12-04 15:33 2 · 回答

NO.PZ2015120204000018 有问必答里之前有位助教的是影响了b1的估计就会导致inconsistent。但是多重共线性中会影响b1的估计也不会影响inconsistent,所以为什么ommitex会导致呢

2022-01-10 20:32 1 · 回答