题目
The proper selection of factors to include in an ordinary least squares estimation is critical to the accuracy of the result. When does omitted variable bias occur?
选项
A.Omitted variable bias occurs when the omitted variable is correlated with the included regressor and is a determinant of the dependent variable.
B.Omitted variable bias occurs when the omitted variable is correlated with the included regressor but is not a determinant of the dependent variable.
C.Omitted variable bias occurs when the omitted variable is independent of the included regressor and is a determinant of the dependent variable,
D.Omitted variable bias occurs when the omitted variable is independent of the included regressor but is not a determinant of the dependent variable.
答案
A
解析
Omitted variable bias occurs when a model improperly omits one or more variables that are critical determinants of the dependent variable and are correlated with one or more of the other included independent variables. Omitted variable bias results in an over- or under-estimation of the regression parameters.当模型不正确地省略了一个或多个变量（这些变量是因变量的关键决定因素，并且与一个或多个其他包含的自变量相关联）时，就会发生遗漏变量偏差。 省略变量偏差会导致回归参数的高估或低估。