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Sandy · 2021年03月06日

不太理解determinant

NO.PZ2018122801000072

问题如下:

The proper selection of factors to include in an ordinary least squares estimation is critical to the accuracy of the result. When does omitted variable bias occur?

选项:

A.

Omitted variable bias occurs when the omitted variable is correlated with the included regressor and is a determinant of the dependent variable.

B.

Omitted variable bias occurs when the omitted variable is correlated with the included regressor but is not a determinant of the dependent variable.

C.

Omitted variable bias occurs when the omitted variable is independent of the included regressor and is a determinant of the dependent variable.

D.

Omitted variable bias occurs when the omitted variable is independent of the included regressor but is not a determinant of the dependent variable.

解释:

A is correct.

考点 Omit Variable

解析 Omitted variable bias occurs when a model improperly omits one or more variables that are critical determinants of the dependent variable and are correlated with one or more of the other included independent variables. Omitted variable bias results in an over-or under-estimation of the regression parameters.

请问determinant在讲义上怎么体现的 老师有讲过吗

1 个答案

小刘_品职助教 · 2021年03月06日

同学你好,

determinant就是决定变量的意思,这个在Properties of OLS Estimators(1)视频1.5倍速11分52秒的位置,对应的讲义是179页。



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问一道题:NO.PZ2018122801000072

2020-04-08 11:46 3 · 回答

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