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

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國立臺北大學 115 學年度碩士班一般入學考試試題

系(所)組別：經濟學系

科 目：統計學

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