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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Which of the following types of sampling always causes bias or inconsistency in the ordinary least squares estimators?
A. Random sampling
B. Exogenous sampling
C. Endogenous sampling
D. Stratified sampling
A multiple regression model suffers from functional form misspecification when it does not properly account for the relationship between the dependent and the observed explanatory
A. 对
B. 错
The measurement error is the difference between the actual value of a variable and its reported value.
A. 对
B. 错
A change in the unit of measurement of the dependent variable in a model does not lead to a change in:
A. the standard error of the regression.
B. the sum of squared residuals of the regression.
C. the goodness-of-fit of the regression.
D. the confidence intervals of the regression.
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