What assumption about the error term in simple linear regression is violated her

Question

What assumption about the error term in simple linear regression is violated here and why? The assumptions about the error term are: The random errors , have a mean of zero The random errors have the same variance. The random errors , are independent. The random errors are normally distributed. The graph below shows the probability distributions of c1 and c2, the error terms for two values of the independent variable Based on the graph: Assumption 3 is violated Assumption 1 is violated Assumption 2 is violated Assumptions 1 end 2 are violated.

Explanation / Answer

Assumption 2 of equal variance is violated in the diagram. Notice the red curve has a smaller variance, and the blue curve has a larger variance. Assumption 1: Mean error is zero. This assumption is met. Notice both curves center at 0. Assumption 3: Independence This assumption is met, because the statement tells us that the errors are from independent samples. Assumption 4: Normally distributed This assumption is also met. Both curves have a bell-shaped distribution, which is what the normal distribution looks like. Hope this helps, Mike

Related Questions

Navigate

• Browse (All)
• Browse W
• Subjects

---

---

Integrity-first tutoring: explanations and feedback only — we do not complete graded work. Learn more.