题目
Which assumption underlies the multiple linear model but NOT the two-variable regression model?
选项
A.Homoscedasticity
B.Multicollinearity
C.Error term is normal with mean = 0 and constant variance =\u03c32
D.No autocorrelation between error terms
答案
B
解析
Multicollinearity is a linear relationship (perfect or imperfect) between two explanatoryvariables (e.g., X1 and X2), so it cannot apply in a two-variable regression where there is only a single explanatory variable. 多重共线性是两个解释之间的线性关系（完美或不完美） 变量（例如X1和X2），因此它不能应用于只有一个解释变量的二变量回归。