In flaviobarros/exams: Automatic Generation of Exams in R

Question

Under the assumptions of the Gauss-Markov theorem the errors of a linear regression model need to be:

Answerlist

• independent
• uncorrelated
• normally distributed
• identically distributed
• homoscedastic
• zero

Solution

Under the assumptions of the Gauss-Markov theorem the errors of a linear regression model need to be uncorrelated, homoscedastic, and with mean zero.

Answerlist

• False. Independence is not assumed, only lack of correlation.
• True. The errors need to be uncorrelated.
• False. No distribution assumption is needed.
• False. No distribution assumption is needed.
• True. The errors need to be homoscedastic with finite variance.
• False. Only their conditional expectation needs to be zero.

Meta-information

exname: Gauss-Markov assumptions extype: mchoice exsolution: 010010 exshuffle: 5

flaviobarros/exams documentation built on May 28, 2019, 8:39 p.m.