NO.PZ2023040502000020
问题如下：
Interpreting the
graph, Reyes states:
"The
presence of heteroskedasticity is indicated when there is a systematic
relationship between the values of residuals and the independent variable. It
is difficult to see such a systematic relationship in Exhibit 2. Therefore,
heteroskedasticity does not appear to be a problem in this regression."
Reyes' interpretation of the graph in Exhibit 2 is best described as:
选项：
A.correct
incorrect because the effects of heteroskedasticity
are, in a regression such as this one, hidden by the negative slope of the
regression line
incorrect because heteroskedasticity is indicated when
there is not a systematic relationship between the residuals and the
independent variable
解释：
The presence of heteroskedasticity is indicated when a
systematic relationship exists between the residuals and the independent
variable. It is difficult to see such a systematic relationship in Exhibit 2.
Therefore, heteroskedasticity does not appear to be a problem in this
regression.
翻了讲义，只看到有说Conditional Heteroskedasticity（条件异方差）：残差跟自变量（independent variables）的变化相关，和因变量无关。
所以非条件异方差这个东西有在哪里讲到过吗？
