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计量经济学 现代观点 第四版 (伍德里奇 著) 清华大学出版社 课后答案 Wooldridge IE AISE IM ch03_khdaw
CHAPTER 3
TEACHING NOTES
For undergraduates, I do not work through most of the derivations in this chapter, at least not in
detail. Rather, I focus on interpreting the assumptions, which mostly concern the population.
Other than random sampling, the only assumption that involves more than population
considerations is the assumption about no perfect collinearity, where the possibility of perfect
collinearity in the sample (even if it does not occur in the population) should be touched on. The
more important issue is perfect collinearity in the population, but this is fairly easy to dispense
with via examples. These come from my experiences with the kinds of model specification
issues that beginners have trouble with.
The comparison of simple and multiple regression estimates – based on the particular sample at
hand, as opposed to their statistical properties – usually makes a strong impression. Sometimes I
do not bother with the “partialling out” interpretation of multiple regression.
As far as statistical properties, notice how I treat the problem of including an irrelevant variable:
no separate derivation is needed, as the result follows form Theorem 3.1.
I do like to derive the omitted variable bias in the simple case. This is not much more difficult
than showing unbiasedness of OLS in the simple regression case under the first four Gauss-
Markov assumptions. It is important to get the students thinking about this problem early on,
and before too many additional (unnecessary) assumptions have been introduced.
I have intentionally kept the discussion of multicollinearity to a minimum. This partly indicates
my bias, but it also reflects reality. It is, of course, very important for students to understand the
potential consequences of having highly correlated independent variables. But this is often
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