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tzdsgn · 2022年01月08日

是不是因为c是属于residual的假设,题目选的应该是x,y的假设

NO.PZ2021091303000006

问题如下:

Suppose that we want to estimate the simple linear regression of the dependent variable,Y, regressed on the independent variable, X. Which assumption is not the key assumptions we need to make to be able to draw valid conclusions from a simple linear regression model:

选项:

A.Linearity B.Independence C.heteroskedasticity

解释:

C is correct.

Four key assumptions:

1 Linearity: The relationship between the dependent variable, Y, and the independent variable, X, is linear.
2 Homoskedasticity: The variance of the regression residuals is the same for all observations.
3 Independence: The observations, pairs of Ys and Xs, are independent of one another. This implies the regression residuals are uncorrelated across observations.
4 Normality: The regression residuals are normally distributed.

是不是因为c是属于residual的假设,题目选的应该是x,y的假设

1 个答案

星星_品职助教 · 2022年01月08日

同学你好,

所有的四条假设都是用最小二乘法(OLS)去估计系数的前提假设。

C选项错误的原因是因为假设应该是:没有heteroskedasticity,而不是.heteroskedasticity。

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