NO.PZ201512020300000306
问题如下:
6. Is Chang’s Statement 2 correct?
选项:
A.Yes.
B.No, because the model’s coefficient estimates will be unbiased.
C.No, because the model’s coefficient estimates will be consistent.
解释:
A is correct.
Chang is correct because a correlated omitted variable will result in biased and inconsistent parameter estimates and inconsistent standard errors.
为什么这里parameter estimates 是 inconsistent. 样本容量没变,难道不是不影响consistency吗