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ZAA · 2023年02月17日

我没明白chart 1

* 问题详情,请 查看题干

NO.PZ202208220100000103

问题如下:

Identify the regression assumption that may be violated based on Chart 1, RETvs. VIX.

选项:

A.Independence of errors B.Independence of independent variables C.Linearity between dependent variable and explanatory variables

解释:

C is correct. Chart 1 is a scatterplot of RET versus VIX. Linearity between the dependent variable and the independent variables is an assumption underlying multiple linear regression. As shown in the following Revised Chart 1, the relationship appears to be more curved (i.e., quadratic) than linear.


chart 1是为什么就选择C了呢???

1 个答案

星星_品职助教 · 2023年02月17日

同学你好,

这道题解析已有讲解。根据解析的图像,可以看出散点之间呈现出曲线关系,总之不是直线关系。所以违反的是线性关系的假设(linearity)。

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