A parameter is identified in the event that it can be:
A) rejected to be zero at the 95 percent confidence level.
B) rejected to be zero at the 99 percent confidence level.
C) estimated with any level of precision given a large enough sample from the population.
D) safely assumed to not suffer from heteroscedasticity.

Question

Quizplus · Accepted Answer

A parameter is considered identified if it can be estimated with any level of precision, assuming a sufficiently large sample size is available. This is because identification refers to the possibility of determining the parameter's value from the population distribution, given enough data. Confidence levels and heteroscedasticity concerns do not directly relate to the fundamental concept of parameter identification.

A Parameter Is Identified in the Event That It Can