问题如下：
If the error terms are heteroskedasticity, which means the variance of the error term is not constant, does it influence the reliability of the F-test?
选项：
A.it influences the reliability of the F-test.
B.it doesn’t influence the reliability of the F-test.
C.it depends.
解释：
A is correct.
考点: Regression Coefficient: F-test.
解析: Heteroskedasticity为异方差性的意思，如果残差项为异方差性，说明残差项的方差不是一个常数。当我们计算F-statistic的时候，需要用到MSE的数据，SEE又为MSE开根号的结果。已知SEE=残差项的标准差，所以残差项的异方差性会影响到F检验的可靠性。
为什么不选C？
