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天一仙梳 · 2017年09月15日

问一道题:NO.PZ2016062402000025

问题如下图:

    

选项:

A.

B.

C.

D.

解释:


老师请问这道题的B选项关于残差异方差的问题,1.非条件异方差也会导致无效估计嘛?2.残差异方差对于B1的估计不影响的,那么无效估计指的是什么估计无效? 3.残差异方差导致的标准误无效,这里的标准误是谁的标准误呢? 4.对于解析里面说的lead to inefficient but not cause problems with inference and estimation 不理解,为什么导致估计无效又说没有引起推测的问题呢

1 个答案

源_品职助教 · 2017年09月17日

  1. 非条件异方差通常不会改变预测的准确性
  1. 主要指Bi的标准误估计不准确,如此就会导致T检验的结果不可靠的。
  1. 是指Bi的标准误。
  1. 因为异方差并有对系数Bi本身造成偏差影响,只是对对其标准误产生偏差,因此检验的有效性打了折扣。

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