The linear regression model assumes the error random variable is:
A) a constant value.
B) normally distributed.
C) centered at some positive value.
D) a latent variable with an unknown distribution.

Question

Quizplus · Accepted Answer

The linear regression model assumes that the error random variable is normally distributed with a mean of 0 and a constant variance. This assumption is necessary for accurate statistical inference and model prediction.

The Linear Regression Model Assumes the Error Random Variable Is