Which of the following is not an assumption of the regression model?
A)The errors are independent.
B)The errors should have a standard deviation equal to one.
C)The errors are normally distributed.
D)The errors have constant variance.

Question

Quizplus · Accepted Answer

The assumption that the errors should have a standard deviation equal to one is not a general assumption of the regression model. In fact, the assumption is that the errors have a constant variance, which is usually estimated using the residual standard error. The other assumptions listed (independence, normality, and constant variance) are assumptions of the regression model.

Which of the Following Is Not an Assumption of the Regression