xx2023-11-05 13:00:40
“The presence of serial correlation in the error terms will affect the validity of coefficient estimation, when one of the independent variables is a lagged value of the dependent variable”难道不是只有multicollinary的情况才会affect validity of coeff estimation吗
回答(1)
爱吃草莓的葡萄2023-11-06 14:13:04
同学你好。如下图,在序列相关性中,如果自变量是因变量的滞后项,此时会影响估计的有效性。
- 评论(0)
- 追问(0)
评论
0/1000
追答
0/1000
+上传图片


