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helen · 2018年02月11日

为什么遗漏了变量 会影响估计的一致性?

问题如下图:

    

选项:

A.

B.

C.

解释:




请问,在哪一节视频讲了这个内容?
我需要重新听一下
谢谢
1 个答案

源_品职助教 · 2018年02月11日

这题需要点深度思考

因为遗漏了变量(虽然这个被遗漏变量与其他已经存在的变量之间有相关性,但是只要相关系数不高于0.7就不会发生自相关),所以这个模型都是错的,模型的系数自然也是错的,并且回归模型的所有假设都无从谈起。

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