问题如下:
Which of the following assumptions is least likely part of multiple regression’s?
选项:
A.The independent variables are not random.
B.The error term is normally distributed.
C.There is no linear relation between any two or more independent variables.
解释:
C is correct.
考点: Interpret Regression Coefficient, Assumptions and F-test.
解析: A和B均属于多元回归的前提假设。C选项说在两个或多个自变量之间是不存在线性关系的,这句描述是不准确的,应该是不存在一个精确的线性关系,所以应该选择C选项。
老师请问,两个自变量允许有linear relationship和多重共线性multicolinearity是否矛盾?不是strong linear relationship即可?这个程度有点难把控