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慧慧 · 2020年02月14日

问一道题:NO.PZ201709270100000205

* 问题详情,请 查看题干

问题如下:

5. Honoré is concerned about the consequences of heteroskedasticity. Is she correct regarding the effect of heteroskedasticity on the reliability of the F-test and t-tests?

选项:

A.

Yes

B.

No, she is incorrect with regard to the F-test

C.

No, she is incorrect with regard to the t-tests

解释:

A is correct. Heteroskedasticity causes the F-test for the overall significance of the regression to be unreliable. It also causes the t-tests for the significance of individual regression coefficients to be unreliable because heteroskedasticity introduces bias into estimators of the standard error of regression coefficients.

B为什么不对?异方差不是对F和t检验都有影响,都是unreliable吗

1 个答案

星星_品职助教 · 2020年02月14日

同学你好,

两个陈述都正确,所以选择A

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