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410140980 · 2021年09月06日

Multiple linear regression also assumes that the independent variables are not random.

  1. CFA II
  2. Quantitative

* 问题详情，请 查看题干

NO.PZ201709270100000308

问题如下：

8.If Varden’s beliefs about ROE and CEO tenure are true, which of the following would violate the assumptions of multiple regression analysis?

选项：

A.

The assumption about CEO tenure distribution only

B.

The assumption about the ROE/dividend growth correlation only

C.

The assumptions about both the ROE/dividend growth correlation and CEO tenure distribution

解释：

C is correct. Multiple linear regression assumes that the relationship between the dependent variable and each of the independent variables is linear.

Varden believes that this is not true for dividend growth because he believes the relationship may be different in firms with a long-standing CEO. Multiple linear regression also assumes that the independent variables are not random. Varden states that he believes CEO tenure is a random variable.

这道题的解析当中这句话是否可以理解为自变量X1，X2。。。。不能是随机变量，因为在多元回归当中自变量之间是没有相关性（或者相关性比较低），否则就会违反多重共线性。

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1 个答案

星星_品职助教 · 2021年09月08日

同学你好，

“Multiple linear regression also assumes that the independent variables are not random”这句话可以理解为“自变量X1，X2。。。。不能是随机变量”。

“在多元回归当中自变量之间是没有相关性（或者相关性比较低），否则就会违反多重共线性。”这句话本身是对的。但和答案解析关于“random”的这句话就没有直接联系了。

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