4.Which of the following statements about linear regression analysis is most accurate?
A) The coefficient of determination is defined as the strength of the linear relationship between two variables.
B) A perfectly negative correlation can be depicted by a correlation coefficient of +1.
C) When there is a strong relationship between two variables we can conclude that a change in one will cause a change in the other.
D) An assumption of linear regression is that the residuals are independently distributed.
[此贴子已经被作者于2008-4-1 13:24:58编辑过]
The correct answer was D)
A perfectly negative correlation can be depicted by a correlation coefficient of -1. Even when there is a strong relationship between two variables, we cannot conclude that a causal relationship exists. The coefficient of determination is defined as the percentage of total variation in the dependent variable explained by the independent variable.
欢迎光临 CFA论坛 (http://forum.theanalystspace.com/) | Powered by Discuz! 7.2 |