题目
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?
选项
A.Serial correlation may be present in this multiple regression model, and can be confirmed only through a Durbin -Watson test.
B.Multicollinearity exists in this multiple regression model, and can be corrected through the addition of a correlated variable.
C.This model is in accordance with the basic assumptions of multiple regression analysis because the errors are not serially correlated.
D.Unconditional heteroskedasticity present in this model should not pose a problem, but can be corrected by using robust standard errors.
答案
C
解析
One of the basic assumptions of multiple regression analysis is that the error terms are not correlated with each other. In other words, the error terms are not serially correlated. Multicollinearity and heteroskedasticity are problems in multiple regression that are not related to the correlation of the error terms.多元回归分析的基本假设之一是误差项彼此不相关。 换句话说，误差项不是序列相关的。 多重共线性和异方差是多元回归中与误差项的相关性无关的问题。