Which of the following is not an assumption of the multiple regression model?
A) The mean of the residuals is equal to the variance at all combinations of levels of the independent variables.
B) The regression error terms are normally distributed.
C) The model error terms are independent.
D) The residuals have a constant variance for all combinations of values for the independent variables.

Question

Quizplus · Accepted Answer

The correct statement that is not an assumption of the multiple regression model is A) The mean of the residuals is equal to the variance at all combinations of levels of the independent variables. This is incorrect because the assumption related to residuals in multiple regression is that they have a constant variance (homoscedasticity), not that their mean is equal to their variance.

Which of the Following Is Not an Assumption of the Multiple