问题如下图:
选项:
A.
B.
C.
解释:
这道题只说有相关性,但是没有说是高度相关还是低度相关。
如果高度相关的话,那不是就没有影响吗,低度相关的话就是本题答案
星星_品职助教 · 2020年02月17日
同学你好,
如果高度相关的话,题干中会提示 highly correlated/exact relationship。
omitted variable必须满足两个条件之一的和其他的X“有关系”用的就是correlated这种描述:“If the omitted variable (X2) is correlated with the remaining variable (X1), then the error term in the model will be correlated with (X1)”
所以如果出现这种考题,里面不会是高度相关的。高度相关是多重共线性的考点。
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?
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
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
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?
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