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700 · 2017年10月21日

请帮我翻译一下解答的中文意思,谢谢问一道题:NO.PZ2016062402000025 [ FRM I ]

问题如下图:
选项:
A.
B.
C.
D.
解释:
1 个答案

Shimin_CPA税法主讲、CFA教研 · 2017年10月21日

A异方差性: 样本的残差在所有的观测数据中不保持一致。定义,正确

B无条件的异方差性导致预测不有效,但有条件的异方差性会导致推断和预测有问题。后半句错

C序列相关性在残差项相关时发生。定义,正确

D多重共线性发生在两个或者两个以上解释变量有比较大的相关性时。定义,正确

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NO.PZ2016062402000025 Whiof the following statements regarng lineregression is false? Heteroskesticity occurs when the varianof resials is not the same across all observations in the sample. Uncontionheteroskesticity lea to inefficient estimates, wherecontionheteroskesticity cleto problems with both inferenanestimation. Sericorrelation occurs when the resiterms are correlatewith eaother. Multicollinearity occurs when a high correlation exists between or among two or more of the inpennt variables in a multiple regression Heteroskesticity ineoccurs when the varianof the resials is not constant, so This lea to inefficient estimates but otherwise es not cause problems with inferenanestimation. Statements C anare correct. 异方差不会影响系数估计即bj,只是会影响SER和Sbj和假设检验,那为什么还要说会导致无效估计呢?不是不影响系数本身的估计和其一致性吗

2021-12-30 21:20 3 · 回答

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     描述,两个及以上自变量之间存在高度关系,而不是高度线性关系也正确?

2019-09-18 11:19 1 · 回答

     老师你好,B已经把我完全搞晕了,uncontionheteroskesticity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youi又对inference和estestimation没有影响? 可以麻烦您再详细给我一下吗?

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是不是contionheteroskesticity cleto problem with inferenbut not estimation???

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