微信扫一扫
实时资讯全掌握
|
During the course of a multiple regression analysis, an analyst has observed several items that she believes may render incorrect conclusions. For example, the coefficient standard errors are too small, although the estimated coefficients are accurate. She believes that these small standard error terms will result in the computed t-statistics being too big, resulting in too many Type I errors. The analyst has most likely observed which of the following assumption violations in her regression analysis? A. Multicollinearity. B. Homoskedasticity. C. Positive serial correlation. |