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.
为什么?遗漏的变量和在model内的变量相关被删除了还会bias?还有什么强弱相关性?完全不知道是哪里的知识点