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
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.
多重贡献性那个选项排除。这道题很容易选错在于 以为那条回归线是已知条件。假如那个回归线是已知条件 那么XY之间就是有线性关系。 请问如何判断图中给出的回归线不是已知条件？error term 独立能看出来吗
