Regression analysis MCQS | heteroskedasticity | autocorrelation | Statistics | The Statisticians
1. Which of the following is not a necessary assumption for the classical linear regression model?
The independent variables are not correlated with each other.
The dependent variable is normally distributed.
The errors are homoscedastic.
The errors are independent.
2. Which of the following is a test for heteroskedasticity?
The Breusch-Pagan test.
The White test.
The Goldfeld-Quandt test.
All of the above.
3. Which of the following is a test for autocorrelation?
The Durbin-Watson test.
The Lagrange multiplier test.
The Breusch-Godfrey test.
All of the above.
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