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:
3为什么错?x和e的correlation不为0吗?
4,就是说x的方差和e的方差都是constant?