问题如下:
6. Is Chang’s Statement 2 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.
这个题不是说遗漏变量吧?不是说省略的变量与现存其他变量是correlated 吗?那不是应该省略,怎么会带来一系列问题呢?