看斯托克和沃森的《计量经济学》,有道小问题是:Consider a regression with two variables,in which X1 is the variable of interest and X2 is the control variable. Conditional mean independence requires E(u|X1,X2)=E(u|X2),为什么?X1是感兴趣的变量,X2是控制变量。谢谢。我是外行,别笑话我的问题太low。为什么E(u|X1,X2)=E(u|X1)不行呢?