NO.PZ2018101001000018
问题如下:
Which of the followings is least likely included in the model misspecification?
选项:
A.The independent variable is dummy variable.
B.Important variables are omitted.
C.Data is improperly pooled.
解释:
A is correct.
考点: Types of model misspecification.
解析: A选项说如果自变量是虚拟变量是会造成模型设定偏差的其中一种情况,这个描述是错误的。自变量是虚拟变量跟模型设定偏差无关。所以选择A。
讲义里说model misspecification 有一种是 time series data的nonstationarity.
这个non-stationary 到底是指的什么?