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Fate Chain · 2020年02月16日

问一道题：NO.PZ2015120204000018

  1. CFA II
  2. Quantitative

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.  

请问老师unbiased和consistency分别是啥意思

不知道这是哪个知识点

谢谢老师！

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1 个答案

星星_品职助教 · 2020年02月16日

同学你好，

这是一级的内容，

•Unbiasedness: expected value of the estimator is equal to the parameter that are trying to estimate

•Consistency: the accuracy of the parameter estimate increases as the sample size increases. (the standard deviation of the parameter estimate decreases as the sample size increases)

各种情况分别影响什么性质，在强化班里也有讲解。同上个回复，如果听完强化班觉得还不了解，就可以去复习一下基础班的相关知识点。

 

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