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seven-zhu · 2021年03月31日

No.PZ2016062402000023

NO.PZ2016062402000025

问题如下:

Which of the following statements regarding linear regression is false?

选项:

A.

Heteroskedasticity occurs when the variance of residuals is not the same across all observations in the sample.

B.

Unconditional heteroskedasticity leads to inefficient estimates, whereas conditional heteroskedasticity can lead to problems with both inference and estimation.

C.

Serial correlation occurs when the residual terms are correlated with each other.

D.

Multicollinearity occurs when a high correlation exists between or among two or more of the independent variables in a multiple regression

解释:

Heteroskedasticity indeed occurs when the variance of the residuals is not constant, so This leads to inefficient estimates but otherwise does not cause problems with inference and estimation. Statements C and D are correct.

inefficient estimates 可以理解成 not a problem for infer and estimate吗

2 个答案

袁园_品职助教 · 2021年04月01日

不会

袁园_品职助教 · 2021年03月31日

B无条件的异方差性导致预测不有效,但有条件的异方差性会导致推断和预测有问题。后半句错

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