开发者:上海品职教育科技有限公司 隐私政策详情

应用版本:4.2.11(IOS)|3.2.5(安卓)APP下载

Viola欧拉 · 2022年07月15日

请重新描述一下这道题呢

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.

可否从头到尾翻译讲解一下这道题?理解的比较含混,谢谢老师

1 个答案

星星_品职助教 · 2022年07月15日

同学你好,

题目的意思是问以下那个选项不是一元线性回归的前提假设。

答案解析列举了一元线性回归(simple linear regression)的四个前提假设。可以看出并没有C选项heteroskedasticity。正确的假设应为Homoskedasticity