14. With respect to the assumptions underlying linear regression, which of the following statements is least accurate? The linear regression model assumes the:
Select exactly 1 answers from the following:
A. error term is normally distributed.
B. independent variable X is random.
C. error term is uncorrelated across observations.
D. dependent and independent variables are linear in the parameters.
答案和详解如下！
Feedback: Correct answer: B
Quantitative Methods for Investment Analysis, Richard A. Defusco, Dennis W. McLeavey, Jerald E. Pinto, and David E. Runkel (CFA Institute, 2004), pp. 398 2006 Modular Level I, Vol. I, pp. 543 Study Session 3-13-d differentiate between the dependent and independent variables in a linear regression and explain the assumptions underlying linear regression
The linear regression model assumes that the independent variable X is not random.
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发表于 2006-11-21 11:37
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