讲义说:
- 多重共线性不会影响到consistency of regression coefficient estimate,
- regression coefficient estimate又会变得unreliable
=> 这不就说明其实 regression estimate是有被effect到的吗,否则怎么会变得unreliable呢?
- estimated regression coefficients and coefficient estimates 是同一个东西吗? 怎么理解not affect the consistency of estimated regression coefficients and coefficient estimates 呢?
Heter中也谈到:not affect the consistency of parameter estimators, coefficient estimates are not affected - 怎么理解呢?