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Miracle_ · 2019年06月02日

问一道题:NO.PZ2016062402000025

问题如下图:

    

选项:

A.

B.

C.

D.

解释:


讲义中写道 Conditional heteroskedasticity causes the most problems for statistical inference.为什么B选项后半句是错的?

1 个答案

品职答疑小助手雍 · 2019年06月03日

同学你好,条件异方差并没有对系数Bi本身造成偏差影响,只是对其标准误产生偏差,因此检验的有效性打了折扣。

所以estimation和一些推论是不受影响的,受影响的是对Bi的检验。

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