题目
If the expected variance of a regression error term depends on the value of the independent variable, then this:
选项
A.Does not violate the assumptions of the classical linear regression model.
B.Would violate the assumptions of the classical linear regression model and is called serial correlation.
C.Would violate the assumptions of the classical linear regression model and is called homoscedasticity.
D.Would violate the assumptions of the classical linear regression model and is called Heteroscedasticity.
答案
D
解析
The classical linear regression model assumes homoscedasticity, which means that the variance does not vary across the sample and would not depend on the value of the independent variable.经典的线性回归模型假设均方差，这意味着方差在整个样本中不会发生变化，并且不会依赖于自变量的值。