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[2008] Topic 8: The Two-Variable Model: Hypothesis Testing 相关习题

 

AIM 1: List the assumptions of the classical linear regression model.

1、Which of the following is least likely an assumption of linear regression?

A) The residuals are normally distributed

B) There is a linear relation between the dependent and independent variables.

C) The independent variable is correlated with the residuals.

D) The variance of the residuals is constant.

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The correct answer is D

The normal probability plot approach uses the statistics of the variables to compute values of the variable assuming its distribution is normal and then plots these values over the observed values. If the variable is normally distributed, then the plot will be a straight line. The degree to which the plots are off the line indicates whether to reject an assumption of normality.


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