计量经济学题目,要的比较急,求大神帮忙答一下

You should be estimating the following model (assume this is the true
model)
Yi = 2.5 + 1.5Xi + 0.2Zi + ei
where X is education, Z is the person’s age and Y is wage per hour, but
you choose to estimate
Yi = 2.5 + 3.5Xi + ei
(a) What problem will you run into? Describe its consequences on various
aspects of the model.
(b) Show theoretically how you could determine how important this
problem is.
(c) Calculate the value of the coefficients you used for your explanation
in (b) and the size of the problem. There is a way to find numerical values
for all of them given the information provided in this question.

a. 异方差性

后果:参数OLS估计的方差增大,t检验失效,模型的预测失效

b.怀特检验 求模型的nR^2,给定显著性水平α,与卡方比较(或者观察P值)

c.这个……需要更多的数据吧,用eviews算吧,直接给出nR^2的值和P值
温馨提示:答案为网友推荐,仅供参考
第1个回答  2014-01-29
胡几件衣服苦与乐虽然已枯萎
相似回答