问题如下:
The omitted variable bias will not affect the consistency of regression parameter estimators.Is this Statement correct ?
选项:
A.No, because the regression parameter estimators will be inconsistent.
B.Yes,because omitted variable bias will only affect the estimates of regression coefficients.
C.Yes, because the effect of the omitted variable bias is the same as the serial correlation.
解释:
A is correct. Because both the coefficient estimates and the consistency will be affected under the omitted variable bias.
请问是怎么影响consistency的呢?