All of the following are conditions that will hold at the estimated coefficients for the simple linear regression line (of Y on X) except for what?
A) Sum of the residuals equals zero.
B) Covariance between the residuals and X is zero.
C) Average of the residuals equals zero.
D) Covariance between Y and the residuals is zero.

Question

Quizplus · Accepted Answer

The covariance between Y and the residuals is not necessarily zero. In fact, the residuals are defined as the differences between the actual values of Y and the predicted values of Y, so there may be a nonzero covariance between Y and the residuals. However, the other conditions listed (A, B, and C) do hold at the estimated coefficients of the simple linear regression line.

All of the Following Are Conditions That Will Hold at the Estimated