超星 - 随堂测试9-2

单选题

Which of the following is true?

A functional form misspecification can occur if the level of a variable is used when the logarithm is more appropriate.
B. A functional form misspecification occurs only if a key variable is uncorrelated with the error term. .
C. A functional form misspecification does not lead to biasedness in the ordinary least squares estimators.
D. A functional form misspecification does not lead to inconsistency in the ordinary least squares estimators.

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单选题

Which of the following assumptions is needed for the plug-in solution to the omitted variables problem to provide consistent estimators?

A. The error term in the regression model exhibits heteroskedasticity.
B. The error term in the regression model is uncorrelated with all the independent variables.
C. The proxy variable is uncorrelated with the dependent variable.
D. The proxy variable has zero conditional mean.

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单选题

Which of the following is true of Regression Specification Error Test (RESET)?

A. It tests if the functional form of a regression model is misspecified.
B. It detects the presence of dummy variables in a regression model.
C. It helps in the detection of heteroskedasticity when the functional form of the model is correctly specified.
D. It helps in the detection of multicollinearity among the independent variables in a regression model.

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单选题

Which of the following is a drawback of including proxy variables in a regression model?

A. It leads to misspecification analysis.
B. It reduces the error variance.
C. It increases the error variance.
D. It exacerbates multicollinearity.

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单选题

A measurement error occurs in a regression model when _____.

A. the observed value of a variable used in the model differs from its actual value
B. the dependent variable is binary
C. the partial effect of an independent variable depends on unobserved factors
D. the model includes more than two independent variables

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单选题

The classical errors-in-variables (CEV) assumption is that _____.

A. the error term in a regression model is correlated with all observed explanatory variables
B. the error term in a regression model is uncorrelated with all observed explanatory variables
C. the measurement error is correlated with the unobserved explanatory variable
D. the measurement error is uncorrelated with the unobserved explanatory variable

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单选题

Which of the following is true of measurement error?

A. If measurement error in a dependent variable has zero mean, the ordinary least squares estimators for the intercept are biased and inconsistent.
B. If measurement error in an independent variable is uncorrelated with the variable, the ordinary least squares estimators are unbiased.
C. If measurement error in an independent variable is uncorrelated with other independent variables, all estimators are biased.
D. If measurement error in a dependent variable is correlated with the independent variables, the ordinary least squares estimators are unbiased.

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单选题