Which of the following is NOT an assumption on the multiple linear regression mo
ID: 3174966 • Letter: W
Question
Which of the following is NOT an assumption on the multiple linear regression model y = beta_0 + beta_1x_1 + beta_2x_2+...+ beta_kx_k +epsilon? There is no correlation between the dependent variable y and any independent variable x_k, k = 1, 2, ... K. The random errors epsilon_i, j = 1, 2, ..., n, each follows a normal distribution with constant variance for each set of values of the independent variables (x_1, x_2, ... x_K). The random errors epsilon_j, j = 1, 2, ..., n, are independent of each other for different sets of values of the independent variables (x_1, x_2, ... x_K). The independent variables, (x_1, x_2, x_K), are deterministic; hence, they and uncorrelated with each other.Explanation / Answer
First assumption in the multiple linear regression model is the the indpendent variable and dependent variable has linear relationship. Hence clearely statement (a) is not the correct assumption.