问题如下图:
选项:
A.
B.
C.
解释:
为什么positive serial correlation会导致低估的标准误??谢谢谢谢~
NO.PZ201709270100000206 6. Is Honoré’s scription of the effects of positive sericorrelation (in Exhibit 2) correregarng the estimatecoefficients anthe stanrerrors? Yes No, she is incorreabout only the estimatecoefficients No, she is incorreabout only the stanrerrors of the regression coefficients A is correct. The mol in Exhibit 2 es not have a laggepennt variable. Positive sericorrelation will, for sua mol, not affethe consistenof the estimatecoefficients. Thus, the coefficients will not neeto correctefor sericorrelation. Positive sericorrelation will, however, cause the stanrerrors of the regression coefficients to unrstate thus, the corresponng t-statistiwill inflate 请问这道题为什么不影响estimates的估计?
1.您好,我还是不理解为什么的值在1.81 接近于0怎么还算positive correlation,那个这个点和整个题目都是悖论,就不应该选A了,为什么?2. 还有not have a laggepennt variable 这个前提,没有这个前提是时间序列。时间序列指的是那个知识点AR?如果有not have a laggepennt variable 就是多元,为什么?我还是不明白。3时间序列和多元的区别是什么?
可以下这个解答部分吗?言下之意只有no laggepennt的mol, positive sericorrelation时才满足coefficient consisten不受影响、stanrerror of coefficient才会被unrestate?这些特性不是适用于所有positive sericorrelation吗
这道题我理解是,没有自相关,那么他关于标准差的说法应该是不对的