NO.PZ2015120204000018
问题如下:
If an omitted variable is correlated with variables already included in the model, coefficient estimates will be biased and inconsistent and standard errors will also be inconsistent. Is this Statement 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.
老师好 这句子 "If an omitted variable is correlated with variables already included in the model, coefficient estimates will be biased and inconsistent and standard errors will also be inconsistent. " 是什么意思?
是指漏掉的变量是和已有的x 有关联的吗? 如果是和已有变量X有关系的不是就是多重共线性 去掉了,不是模型更准吗? 谢谢。