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claireteng · 2022年06月25日

答案最后一句话什么意思？

  1. FRM I
  2. Quantitative

NO.PZ2018122801000072

问题如下：

The proper selection of factors to include in an ordinary least squares estimation is critical to the accuracy of the result. When does omitted variable bias occur?

选项：

A.

Omitted variable bias occurs when the omitted variable is correlated with the included regressor and is a determinant of the dependent variable.

B.

Omitted variable bias occurs when the omitted variable is correlated with the included regressor but is not a determinant of the dependent variable.

C.

Omitted variable bias occurs when the omitted variable is independent of the included regressor and is a determinant of the dependent variable.

D.

Omitted variable bias occurs when the omitted variable is independent of the included regressor but is not a determinant of the dependent variable.

解释：

A is correct.

考点 ： Omit Variable

解析 ： Omitted variable bias occurs when a model improperly omits one or more variables that are critical determinants of the dependent variable and are correlated with one or more of the other included independent variables. Omitted variable bias results in an over-or under-estimation of the regression parameters.

Omitted variable bias results in an over-or under-estimation of the regression parameters.什么时候under什么时候over？

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1 个答案

DD仔_品职助教 · 2022年06月25日

嗨，爱思考的PZer你好：


省略变量偏差会导致回归参数高估或者低估，具体什么时候高估什么时候低估这要根据模型来判断，不同的回归模型情况不同，变量也都不同。

这里的关键不是高低估的情况，而是会导致回归参数不准确，这个才是重点。

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NO.PZ2018122801000072 问题如下 The proper selection of factors to inclu in ornary least squares estimation is criticto the accuraof the result. When es omittevariable bias occur? Omitted variable bioccurs when the omittevariable is correlatewith the includ regressor anis a terminant of the pennt variable. Omitted variable bioccurs when the omittevariable is correlatewith the includ regressor but is not a terminant of the pennt variable. Omitted variable bioccurs when the omittevariable is inpennt of the includ regressor anis a terminant of the pennt variable. Omitted variable bioccurs when the omittevariable is inpennt of the includ regressor but is not a terminant of the pennt variable. A is correct. 考点 ： Omit Variable 解析 ： Omittevariable bioccurs when a mol improperly omits one or more variables thare criticterminants of the pennt variable anare correlatewith one or more of the other incluinpennt variables. Omittevariable biresults in over-or unr-estimation of the regression parameters. 这道题我错选了C，因为不太理解“omittevariable is correlatewith the incluregressor”，我选的是inpennt。

2022-10-16 16:16 1 · 回答

NO.PZ2018122801000072 Omittevariable bioccurs when the omittevariable is correlatewith the incluregressor but is not a terminant of the pennt variable. Omittevariable bioccurs when the omittevariable is inpennt of the incluregressor anis a terminant of the pennt variable. Omittevariable bioccurs when the omittevariable is inpennt of the incluregressor but is not a terminant of the pennt variable. A is correct. 考点 Omit Variable 解析 Omittevariable bioccurs when a mol improperly omits one or more variables thare criticterminants of the pennt variable anare correlatewith one or more of the other incluinpennt variables. Omittevariable biresults in over-or unr-estimation of the regression parameters. 请问terminant在讲义上怎么体现的 老师有讲过吗

2021-03-06 13:52 1 · 回答

问一道题：NO.PZ2018122801000072

2020-04-08 11:46 3 · 回答

Omittevariable bioccurs when the omittevariable is correlatewith the incluregressor but is not a terminant of the pennt variable. Omittevariable bioccurs when the omittevariable is inpennt of the incluregressor anis a terminant of the pennt variable. Omittevariable bioccurs when the omittevariable is inpennt of the incluregressor but is not a terminant of the pennt variable. A is correct. 考点 Omit Variable 解析 Omittevariable bioccurs when a mol improperly omits one or more variables thare criticterminants of the pennt variable anare correlatewith one or more of the other incluinpennt variables. Omittevariable biresults in over-or unr-estimation of the regression parameters. Omittevariable 会unrestimate 是在与inpennt variable 负相关的情况下吗？

2020-03-04 10:25 1 · 回答