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Lucrecia1004 · 2019年08月13日

问一道题:NO.PZ2016062402000025

问题如下图:

    

选项:

A.

B.

C.

D.

解释:


老师你好,B选项已经把我完全搞晕了,unconditional heteroskedasticity不是说没有大问题吗?另外解析里为什么说会造成ineinefficient estimates但是youdui又对inference和estestimation没有影响? 可以麻烦您再详细给我解释一下吗?

1 个答案

品职答疑小助手雍 · 2019年08月14日

同学你好,非条件异方差不是说没有问题,它是会导致预测不有效的;

条件异方差对于方程系数准确性不会产生影响,但是条件异方差会对系数的标准误造成影响。如果标准误的估计不准确了,那么我们在对系数的显著性进行检验时,得到的检验结果就是不可靠的。

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