问题如下:
There are a number of areas where there would be opportunities for fruitful collaboration
between econometrics and machine learning. Which of the following statements about collaboration between two methods is incorrect.
选项:
A.An important insight from machine
learning is that averaging over many small models tends to give better
out-of-sample prediction than choosing a single model.
B.
Combining econometric tools with machine learning could prove to be a very meaningful collaboration.
C.In this period of “big
data,” we should focus on sampling uncertainty
D.
Econometricians have developed several tools for causal inference such as instrumental variables,
regression discontinuity, difference-in-differences, and various forms of
natural and designed experiments
解释:
C is correct.
C选项的表述有误,正确的表述为:In this period of “big data,” it seems strange to focus on sampling uncertainty, which tends to be small with large datasets, while completely ignoring model uncertainty, which may be quite large.
D是什么意思