Which is not an assumption of a multiple regression model?
A)Positive autocorrelation of error terms
B)Normality of error terms
C)Independence of error terms
D)Constant variation of error terms
E)Zero mean of error terms

Question

Quizplus · Accepted Answer

Positive autocorrelation of error terms is not an assumption of a multiple regression model. Autocorrelation refers to the correlation of error terms over time, and is typically only a concern in time series analysis, not multiple regression. The assumptions of a multiple regression model include normality of error terms, independence of error terms, constant variation of error terms, and a zero mean of error terms.

Which Is Not an Assumption of a Multiple Regression Model