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Maggie199 · 2024年07月01日

In the OLS model, the variance of the dependent variable is assu

NO.PZ2023091601000117

问题如下:

Which of the following statements about the ordinary least squares regression model (or simple regression model) with one independent variable are correct?

I.In the ordinary least squares (OLS) model, the random error term is assumed to have zero mean and constant variance.

II.In the OLS model, the variance of the independent variable is assumed to be positively correlated with the variance of the error term.

III.In the OLS model, it is assumed that the correlation between the dependent variable and the random error term is zero.

IV.In the OLS model, the variance of the dependent variable is assumed to be constant

选项:

A.

I, II, III and IV

B.

II and IV only

C.

I and IV only

D.

I, II, and III only

解释:

什么时候要求了这个假设?

2 个答案

品职答疑小助手雍 · 2024年07月03日

这个是经典题原题,IV这个结论是推出来的,讲解视频位置如下:

因为在Y=b0+b1*X+ε这个模型里面,b0+b1*X这一项是确定的值了,而ε的方差又是constant的,所以Y得方差也就是constant的

品职答疑小助手雍 · 2024年07月01日

同学你好,基础班讲义171页。

Maggie199 · 2024年07月03日

这里也没有说要求y的var是常数啊,只是说error的VAR是常数