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这是名字 · 2025年06月21日

残差项含义

NO.PZ2024120401000063

问题如下:

Pretend GARP regressed the exam scores (FRMScore) against preparation time (Hours) and returned the following regression:

FRMScore(i) = 23.2 + 0.18*Hours(i) + u(i).

Which of the following is the best interpretation of the error term, u(i)?

选项:

A.

It allows for users to adjust to inform the intercept with a "real world" interpretation

B.

It contains the assumed but unobserved correlation between the error term and the regressor (independent variable)

C.

The error term represents all of the factors other than preparation time that influence the score

D.

It is the estimator of the standard deviation of the regression error

解释:

The error term incorporates all of the factors responsible for the difference between the ith candidate's test score and the value predicted by the regression model. This error term contains all the other factors besides X that determine the value of the dependent variable, Y, for a specific observation, i.

所以关于残差项的含义可以理解为:作为方程的垃圾桶,不能再包含任何X和Y相关的成分在残差项内。但由于本题目公式已经给定了,所以残差项中可以按照本题C选项所说,残差可以包含除X(准备时间外)影响分数的所有因素。可以这么理解吗?

1 个答案

李坏_品职助教 · 2025年06月21日

嗨,从没放弃的小努力你好:


对,题目的方程不一是完美的,这个残差项里面有可能还包含着 其他的未能被X识别的因素。

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