Q1. One of the underlying assumptions of a multiple regression is that the variance of the residuals is constant for various levels of the independent variables. This quality is referred to as: A) a linear relationship. B) a normal distribution. C) homoskedasticity.
Q2. Which of the following statements least accurately describes one of the fundamental multiple regression assumptions? A) The error term is normally distributed. B) The variance of the error terms is not constant (i.e., the errors are heteroskedastic).
Q3. Assume that in a particular multiple regression model, it is determined that the error terms are uncorrelated with each other. Which of the following statements is most accurate? A) Unconditional heteroskedasticity present in this model should not pose a problem, but can be corrected by using robust standard errors. B) This model is in accordance with the basic assumptions of multiple regression analysis because the errors are not serially correlated. C) Serial correlation may be present in this multiple regression model, and can be confirmed only through a Durbin-Watson test.
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发表于 2009-1-8 13:56
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