阿摩線上測驗
8. Let a categorical variable $Gi \in \{1,2,3,4\}$ and define dummies $D{ki} = \mathbf{1}\{Gi = k\}$, $k = 1,2,3,4$. Consider the regression with an intercept: $yi = \beta0 + \beta1 D{1i} + \beta2 D{2i} + \beta3 D{3i} + \beta4 D{4i} + ui$. Which statement is correct?
(A) The model is identified because the dummies are mutually exclusive
(B) The model is not identified because \( \sum{k=1}^{4} D{ki} = 1 \) for all \( i \); drop one dummy or drop the intercept
(C) The model is identified if \( n \) is large enough
(D) Identification fails only if one group has zero observations
答案：登入後查看
統計： 尚無統計資料
統計： 尚無統計資料
