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陆佳莹 · 2022年10月16日

这道题选错为C选项，有个疑问希望解答下

  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.

这道题我错选了C选项，因为不太理解“omitted variable is correlated with the included regressor”，我选的是independent。

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已采纳答案

pzqa27 · 2022年10月17日

嗨，努力学习的PZer你好：


这个涉及到建模的一个底层逻辑，就是自变量之间是必须有关系，这个关系还不能是高度的线性关系。举个栗子，比如Y=b0+b1X1+b2X2这个回归中，X1和X2之间必须多多少少有些关系，原因也很简单，因为如果模型能建出来，那么X1和X2都必须能解释Y，所以X1和X2之间必然不能是独立的，他俩通过Y就可以搭建起关系，所以才有了“omitted variable is correlated with the included regressor”，就是说遗漏的变量是和X有关系的

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虽然现在很辛苦，但努力过的感觉真的很好，加油！

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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. Omittevariable biresults in over-or unr-estimation of the regression parameters.什么时候unr什么时候over？

2022-06-25 09:07 1 · 回答

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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