Multicollinearity 框架图里有两点
- not affect the consistency of regression coefficient estimate
- estimates become extremely imprecise and unreliable
请问能不能解释一下consistency的意思,既然不会影响consistency那为什么estimates还会imprecise and unreliable?
然后conditional异方差,serial correlation和多重共线性都是不会affect consistency of regression coefficient estimate?