NO.PZ2016062402000025
问题如下：
Which of the following statements regarding linear regression is false?
选项： Heteroskedasticity
occurs when the variance of residuals is not the same across all observations
in the sample.
Unconditional heteroskedasticity leads to inefficient estimates, whereas conditional heteroskedasticity can lead to problems with both inference and estimation.
C.Serial correlation occurs when the residual terms are correlated with each other.
D.Multicollinearity occurs when a high correlation exists between or among two or more of the independent variables in a multiple regression
解释：
Heteroskedasticity indeed occurs when the variance of the residuals is not constant, so This leads to inefficient estimates but otherwise does not cause problems with inference and estimation. Statements C and D are correct.
inefficient estimates 可以理解成 not a problem for infer and estimate吗
