Which of the following statements about the statistical model for multiple linear regression, ,i = 1,2,…,n,is/are FALSE?
A)The deviations are independent.
B)The mean response is a linear function of the explanatory variables .
C)The parameters of the model are ,p,and $\sigma$.
D)The deviations are Normally distributed with a mean of 0 and a standard deviation of$\sigma$.
E)The deviations are a simple random sample from the N(0,$\sigma$)distribution.

Question

Which of the following statements about the statistical model for multiple linear regression,  ,i = 1,2,…,n,is/are FALSE?
A)The deviations are independent. 
B)The mean response is a linear function of the explanatory variables . 
C)The parameters of the model are ,p,and $\sigma$. 
D)The deviations are Normally distributed with a mean of 0 and a standard deviation of$\sigma$. 
E)The deviations are a simple random sample from the N(0,$\sigma$)distribution.

Quizplus · Accepted Answer

The parameters of the model are not just $\beta_1, \beta_2, ..., \beta_p$, but also include the error standard deviation $\sigma$. Therefore, the correct statement should be: "The parameters of the model are $\beta_0, \beta_1, \beta_2, ..., \beta_p$, $\sigma$, and F-test significance level." A, B, D, and E are all true statements about multiple linear regression.

Which of the Following Statements About the Statistical Model for Multiple