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一场暴风醒🏂 · 2022年05月19日

请问c选项是什么意思

NO.PZ2021071601000006

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.

如题 请问c选项是什么意思

1 个答案

星星_品职助教 · 2022年05月19日

同学你好,

C选项表述为异方差。是同方差的反面。具体定义如下图讲义: