题目
Which of the following statements about the ordinary least squares regression model (or simple regression model) with one independent variable are correct? I.In the OLS model, the random error term is assumed to have zero mean and constant variance. II.In the OLS model, the variance of the independent variable is assumed to be positively correlated with the variance of the error term. III.In the OLS model, it is assumed that the correlation between the dependent variable and the random error term is zero. IV.In the OLS model, the variance of the error term is assumed to be constant.
选项
A.I, II, III and IV
B.II and IV only
C.I and IV only
D.I, II and III only
答案
C
解析
I is correct. In Simple Linear Regression model, the random error term is assumed to be stationary. It means that the Variance of random error term must be constant, or by using another term: it is assumed that there is no Heteroscedasticity in linear regression model. II is incorrect. In Simple Linear Regression model, the independent variable and the error term have constant variances. III is incorrect. The dependent variable is allowed to be correlated with the error term. IV is correct. In Simple Linear Regression model, the variance of the error term is assumed to be constant. Thus, the correct option is C. I是对的。 在简单线性回归模型中，假定随机误差项是平稳的。 这意味着随机误差项的方差必须为常数，或者使用其他项：假设线性回归模型中不存在异方差。 II是不正确的。 在简单线性回归模型中，自变量和误差项具有恒定的方差。 III不正确。 允许因变量与误差项相关。 四是正确的。 在简单线性回归模型中，误差项的方差假定为常数。 因此，正确的选项是C。