In performing a regression analysis which of the following must be true about the distribution of the error variable?
A)The distribution is normal with mean zero.
B)The errors associated with one y value are independent of errors associated with another y value.
C)The standard deviation is constant for each value of x.
D)All of these choices are true.

Question

Quizplus · Accepted Answer

In performing a regression analysis, all of the choices must be true about the distribution of the error variable. This means that the errors must have a normal distribution with a mean of zero, the errors associated with one y value must be independent of errors associated with another y value, and the standard deviation must be constant for each value of x. These assumptions are necessary to ensure that the regression model is valid and accurate.

In Performing a Regression Analysis Which of the Following Must