NO.PZ202304050200000501
问题如下:
Identify the
regression assumption that may be violated based on Chart 1, RET vs. VIX.
选项:
A.Independence of errors
Independence of independent variables
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.
b选项是说x是独立的,可是一元回归里有x需要是独立的假设吗?x和y是线性关系,怎么是independence呢...没太理解这句话