The Following Is Not Part of the Extended Least Squares

question 34

Multiple Choice

The following is not part of the extended least squares assumptions for regression with a single regressor:

• A)var(ui Xi)= .
• B)E(ui Xi)= 0.
• C)the conditional distribution of ui given Xi is normal.
• D)var(ui Xi)= .

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Definitions:

Regression Equation

An equation derived from regression analysis that expresses the predicted value of the dependent variable as a function of one or more independent variables.

Independent Variable

The variable in an experiment that is manipulated or changed by the researcher to observe its effect on the dependent variable.

Regression Coefficient

A value that represents the degree of change in the dependent variable for a one-unit change in the independent variable within a regression model.

Linear Association

A relationship between two variables that can be graphically represented with a straight line, indicating a constant rate of increase or decrease between them.