NO.PZ2016062402000025
问题如下：
Which of the following statements regarding linear regression is false?
选项： Heteroskedasticity
occurs when the variance of residuals is not the same across all observations
in the sample.
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.
异方差不会影响系数估计即bj，只是会影响SER和Sbj和假设检验，那为什么还要说会导致无效估计呢？不是不影响系数本身的估计和其一致性吗
