NO.PZ2023091601000130
问题如下:
A risk manager is examining
the relationship between portfolio manager’s years of working experience and
the returns of their portfolios. He performs an ordinary least squares(OLS)
regression of last year’s portfolio returns (Y) on the portfolio managers’ years
of working experience(X) and provides the following scatter plot to his
supervisor:
Which
of the following assumptions of the OLS regression has most likely been
violated?
选项:
A.Perfect multicollonearity
Expectation of zero for the
error terms
Normally distributed error
terms
Homoskedasticity
解释:
为什么选D啊?可以解释下图形含义吗?