NO.PZ2021071601000006
问题如下:
Suppose that we want to estimate the simple linear regression of the dependent variable,Y, regressed on the independent variable, X. Which assumption is not the key assumptions we need to make to be able to draw valid conclusions from a simple linear regression model:
选项:
A.Linearity
B.Independence
C.heteroskedasticity
解释:
C is correct.
Four key assumptions:
1 Linearity: The relationship between the dependent variable, Y, and the independent variable, X, is linear.
2 Homoskedasticity: The variance of the regression residuals is the same for all observations.
3 Independence: The observations, pairs of Ys and Xs, are independent of one another. This implies the regression residuals are uncorrelated across observations.
4 Normality: The regression residuals are normally distributed.
可否从头到尾翻译讲解一下这道题?理解的比较含混,谢谢老师