一同学2018-07-29 11:35:05

Assume that in a particular multiple regression model, it is determined that the error terms are uncorrelated with each other. Which of the following statements is most accurate? A. Serial correlation may be present in this multiple regression model, and can be confirmed only through a Durbin -Watson test. B. Multicollinearity exists in this multiple regression model, and can be corrected through the addition of a correlated variable. C. This model is in accordance with the basic assumptions of multiple regression analysis because the errors are not serially correlated. D. Unconditional heteroskedasticity present in this model should not pose a problem, but can be corrected by using robust standard errors. 老师您好！请问A选项中的serial correlation指的到底是Yt越Yt-i之间相关，还是et与et-i之间相关？在课程中老师说指的是后者，这道题的解析里，老师说是前者。能否明确一下哪一个是对的？ 还有D选项中，Conditional和Unconditional分别会对模型产生什么影响？ 谢谢老师！