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mianbao566 · 2017年10月22日

这种情况不是异方差么。。问一道题:NO.PZ2015120204000018 [ CFA II ]

问题如下图:
选项:
A.
B.
C.
解释:
这种情况不是异方差么,对系数估计和平稳度没有影响
1 个答案

源_品职助教 · 2017年10月24日

不是异方差,是考察遗漏变量对估计结果的影响。variables already included in the model是形容omitted variable的定语。

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