The error term in a regression equation is said to exhibit homoskedasticty if _.A. it has zero conditional mean B. it has the same variance for all values of the explanatory variable C. it has the same value for all values of the explanatory variable D. if the error term has a ...
The error term in a regression equation is said to exhibit homoskedasticty if _. A.it has zero conditional meanB.it has the same variance for all values of the explanatory variableC.it has the same value for all values of the explanatory variableD.if the error term has a value of ...
The error term in a regression equation is said to exhibit homoskedasticty if ___. A. it has zero conditional mean B. it has the same variance for all values of the explanatory variable C. it has the same value for all values of the explanatory variable D. if the error ...
不一样。error term是观测值Y和真实值b*X（这里的b是真实的系数）之间的偏差，可以理解为总是会存在...
在违反假设的几种情况中,heteroskedasticity异方差的test里面是检验残差的标准差SEE是否随X的变化而变化,因为SEE是反映Error term的整体波动情况,是描述Error term的一种整体性质,“SEE与X之间的关系”和“Error term本身与X之间的关系”是一种子集的关系吗?因为前者要检验SEE²=a0+a1X+u的regression coefficient,后...
Although the estimate of regression function is important, some have focused the variance estimation of error term in regression model. Different variance estimators perform well under different conditions. In many practical situations, it is rather hard to assess which conditions are approximately satisfi...
monotonic regressionpool-adjacent-violators algorithmThe variance of the error term in ordinary regression models and linear smoothers is usually estimated by adjusting the average squared residual for the trace of the smoothing matrix (the degrees of freedom of the predicted response). However, other ...
解析: 本题问的是哪个选项不是异方差造成的后果。A选项的描述是错误的,因为异方差会导致T-test和F-test都不靠谱(unreliable)。选择A。B和C选项的描述均是异方差产生的后果。 请问下error term按照normally distributed 么? average不是为0么?error term是集中到一个value是么?添加评论 0 0 2...
analysis, the term "standard error" is also used in the phrasestandard error of the regressionto...
In the regression of y on x, the error term exhibits heteroskedasticity if _. A.it has a constant varianceB.Var(y|x) is a function of xC.x is a function of yD.y is a function of x相关知识点: 试题来源: 解析 B 反馈 收藏