Author Question: In a regression setting, which, if any, of the following is not an assumption about the random error ... (Read 40 times)

krzymel · **on:** Jul 24, 2018

In a regression setting, which, if any, of the following is not an assumption about the random error e?
a. The errors are linearly correlated.
b. The errors are normally distributed with a mean of 0 and a common variance .
c. The errors are independent in a probabilistic sense.
d. All of these are assumptions about the random error.
e. None of these.

Question 2

In a simple linear regression problem, if the coefficient of determination is 0.95, this means that 95 of the variation in the independent variable x can be explained by regression line.
Indicate whether the statement is true or false