题目
Each of the following is a key assumption of a linear regression EXCEPT for:
选项
A.The conditional distribution of the error term, u(i), given X(i), has a mean of zero
B.The variance of the conditional distribution of the error term given X(i), variance [u(i)
X(i) =x], converges to 0 as sample (n) and X(i) increase
C.Each observation [X(i),Y(i)] for i = 1,....n, is independent and identically distributed (i.i.d.)
D.Large outliers are unlikely; i.e., X and Y have nonzero finite kurtosis
答案
B
解析
An extended assumption is homoscedasticity ; i.e., that the variance of the error term is constant.一个扩展的假设是同方差; 即，误差项的方差是恒定的。