NO.PZ2019040801000042
问题如下:
Which of the following options is one of the assumptions of multiple linear regression
选项:
A.The expected value of the error term is between 0 and 1.
B.Among the multiple observations, the variance of the error term is not constant.
C.The error term for one observation is not correlated with that of another observation.
D.There are both linear and nonlinear relationships between independent and dependent variables.
解释:
C is correct.
考点:Linear Regression with Multiple Regressors
解析:多元线性回归的假设包括:误差项之间彼此无关; 误差项的期望值为零; 因变量和自变量之间存在线性关系; 误差项的方差是不变的。
你好,请问一元线性回归的系数公式为Cov(x,y)/variance of X, 那多元线性回归的各个系数是什么呢,跟一元一样吗?