NO.PZ2024120401000065
问题如下：
Which one of the following is not a key assumption of a linear regression model ?
选项：
A.The conditional distribution of the error term, u(i), given X(i), has a mean of zero
B.The variance of the conditional distribution of the error term given X(i), variance[u(i)
X(i) =
x], converges to ZERO as sample (n) and X(i) increase
Each observation [X(i), Y(i)] for i = 1, ....n, is independent and identically distributed (iid.)
D.Large outliers are unlikely; i.e., X and Y have non-zero finite kurtosis
解释：
An extended assumption is homoskedasticity; i.e., that the variance of the error term is CONSTANT. It does not have to be zero.
麻烦各答案解释一下，谢谢
