全部版块 我的主页
论坛 计量经济学与统计论坛 五区 计量经济学与统计软件
2155 0
2016-03-02
这三题,求各位大神指点。 谢谢!

[size=12.000000pt] Discuss the problem of specification error, where an essential variable is excluded from amodel. In particular, suppose the true model is:[size=12.000000pt](1) Y = α + βX+ γZ  + U, where U is the error term with thedesired OLS properties,
, while the [size=12.000000pt]estimated model (which excludes Z as an independent variable) is:

[size=12.000000pt](2) Y = α + βX+ V, [size=12.000000pt]where V is the error term. Show [size=12.000000pt]the bias of the OLS estimate of β in (2)[size=12.000000pt].

[size=12.000000pt]If the variableX in (1) can be described by the equation:
(3) X= δ0 + δ1Y+ δ2G +δ3T+W , where G and T are exogenous variables,and W is the error term, show whether or not the OLS estimate of β in (1) is unbiased.
                                
                        
               


二维码

扫码加我 拉你入群

请注明:姓名-公司-职位

以便审核进群资格,未注明则拒绝

相关推荐
栏目导航
热门文章
推荐文章

说点什么

分享

扫码加好友,拉您进群
各岗位、行业、专业交流群