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金融民工阿聪 · 2020年10月20日

问一道题:NO.PZ2020031801000009

问题如下:

There are a number of areas where there would be opportunities for fruitful collaboration between econometrics and machine learning. Which of the following statements about collaboration between two methods is incorrect.

选项:

A.
An important insight from machine learning is that averaging over many small models tends to give better out-of-sample prediction than choosing a single model.

B.

Combining econometric tools with machine learning could prove to be a very meaningful collaboration.

C.
In this period of “big data,” we should focus on sampling uncertainty

D.
Econometricians have developed several tools for causal inference such as instrumental variables, regression discontinuity, difference-in-differences, and various forms of natural and designed experiments

解释:

C is correct.

C选项的表述有误,正确的表述为:In this period of “big data,” it seems strange to focus on sampling uncertainty, which tends to be small with large datasets, while completely ignoring model uncertainty, which may be quite large.

D是什么意思

1 个答案

品职答疑小助手雍 · 2020年10月20日

嗨,从没放弃的小努力你好:


计量经济学家开发了几种因果推断工具,例如工具变量,断点回归,双重差分模型以及各种形式的自然和设计实验


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就算太阳没有迎着我们而来,我们正在朝着它而去,加油!