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未命名 · 2022年01月09日

variable is correlated with variables already included in the model 不就引发多重共线性了么?

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.  

variable is correlated with variables already included in the model 不就引发多重共线性了么?

1 个答案

星星_品职助教 · 2022年01月10日

同学你好,

只有high correlated 才能引发多重共线性。

“variable is correlated with variables already included in the model ”是构成omitted variable的必要条件。

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