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pepperhyp · 2018年01月06日

问一道题:NO.PZ2015120204000018 [ CFA II ]

问题如下图:

    

选项:

A.

B.

C.

解释:



1 个答案

品职辅导员_小明 · 2018年01月06日

你可以记住这个结论以后直接用,三个违反假设的情况不影响系数估计的一致性,但是遗漏重要变量是会影响系数估计的一致性

pepperhyp · 2018年01月07日

请问这道题干的第一句话讲述的是遗漏重要变量嘛?

品职辅导员_小明 · 2018年01月07日

是的

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