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MMLU-Pro / 7249 / What will be the properties of the OLS estimator in the presence of…

Problem

Answer published by the source. Consult the official source to check your work against its answer.

question

What will be the properties of the OLS estimator in the presence of multicollinearity?

category

economics

options

  1. It will not be unbiased or efficient
  2. It will be consistent and efficient but not unbiased
  3. It will be efficient but not consistent or unbiased
  4. It will be efficient and unbiased but not consistent
  5. It will be consistent and unbiased but not efficient
  6. It will not be efficient
  7. It will not be consistent
  8. It will be consistent but not unbiased
  9. It will be unbiased but not consistent
  10. It will be consistent, unbiased and efficient

src

ori_mmlu-econometrics

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