问题如下图：
选项：
A. 
B. 
C. 
解释：
题目 里面没有 说到F 检验呀，为什么 选项里面有。正的 自相关对T 检验和F 检验会 产生什么样的 影响，为什么
源_品职助教 · 2018年02月25日
题干里提及F检验，仔细读题。
“
Honoré is concerned that the presence of heteroscedasticity can cause both the
F
-test for the
overall significance of the regression and the
t
-tests for significance of individual regression coefficients to be unreliable
”
异方差会造成F以及T检验的不可信，因为异方差会错误地估计标准误，而这两个检验都需要用到标准误。
德韵90 · 2019年12月09日
F检验会用到标准误吗？ F-statistic的公式只看到需要 sum of square
NO.PZ201709270100000205 问题如下 5. Honoré is concerneabout the consequences of heteroskesticity. Is she correregarng the effeof heteroskesticity on the reliability of the F-test ant-tests? Yes No, she is incorrewith regarto the F-test No, she is incorrewith regarto the t-tests A is correct. Heteroskesticity causes the F-test for the overall significanof the regression to unreliable. It also causes the t-tests for the significanof inviregression coefficients to unreliable because heteroskesticity introces biinto estimators of the stanrerror of regression coefficients. 请教课堂上说异方差对F-TEST有影响，但对系数估计（coefficient estimates)是不影响的。那题目这里说对系数的T-TEST是有影响呢？我理解讲义说的T-TEST unreliable指的是整个方程而言，而不是某个参数。如果对系数不影响，那么系数的T-TEST应该不会不可靠（unreliable)老师能否下？
5. Honoré is concerneabout the consequences of heteroskesticity. Is she correregarng the effeof heteroskesticity on the reliability of the F-test ant-tests? Yes No, she is incorrewith regarto the F-test No, she is incorrewith regarto the t-tests A is correct. Heteroskesticity causes the F-test for the overall significanof the regression to unreliable. It also causes the t-tests for the significanof inviregression coefficients to unreliable because heteroskesticity introces biinto estimators of the stanrerror of regression coefficients. 老师，关于这个问题的题干在哪里？没有看到关于条件异方差的题干
5. Honoré is concerneabout the consequences of heteroskesticity. Is she correregarng the effeof heteroskesticity on the reliability of the F-test ant-tests? Yes No, she is incorrewith regarto the F-test No, she is incorrewith regarto the t-tests A is correct. Heteroskesticity causes the F-test for the overall significanof the regression to unreliable. It also causes the t-tests for the significanof inviregression coefficients to unreliable because heteroskesticity introces biinto estimators of the stanrerror of regression coefficients. B为什么不对？异方差不是对F和t检验都有影响，都是unreliable吗
我记得视频里有个地方说对F检验有影响、对t检验没有影响、忘记这个说的是哪里了