时间:2018-02-26 16:45 作者:FRM 来源:FRM
When utilizing a proxy for one or more independent variables in a multiple regression model, which of the following errors is most likely to occur?
A. Model misspecification.
B. Heteroskedasticity.
C. Multicollinearity.
D. Serial correlation.
Answer:A
By using a proxy for an independent variable in a multiple regression analysis, there is some degree of error in the measurement of the variable.