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Kiki · 2024年04月13日

这里的biased怎么理解呢

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.  

如上

1 个答案

品职助教_七七 · 2024年04月14日

嗨,努力学习的PZer你好:


此处比biased/unbiased指得是系数估计的准确性。omitted variable背景下的系数估计是有问题的,所以coefficient estimates 应为biased。

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