Which one of these statements is not a Gauss-Markov assumption?
A) The error term has a conditional mean of 0
B) Influential observations are absent
C) The error term has constant variance
D) The errors are uncorrelated
Correct Answer:
Verified
Q2: Why should we not include irrelevant variables
Q3: How can we deal with the breach
Q4: What is the best way to find
Q5: Name another way of modelling nonlinearity
A) Using
Q6: Which statistic(s) can help us detect multicollinearity?
A)
Q7: What does heteroskedasticity mean?
A) The variance in
Q8: What are the two ways we can
Q9: What does robust regression do?
A) Performs an
Q10: Which one is not a measure of
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