問題詳情
4. Consider the linear regression model: y = ??0 + ??1x1 + ??2x2+. . . +??mxm + ??. The data set is
{yii, xii1, xii2, … , xiiii}ii=1 n . After fitting these data into this model, you obtained the linear system which is
denoted by ?? = ???? + ??. Which of the followings is NOT TRUE ?
(A)
(B)
, then we cannot find the least square estimator for ??.
(C) Follow the least square criterion, we have the residuals. The sum of residuals must be zero.
(D) If you add new independent variable xm+1 into the original linear regression model,
i.e. y = β0 + β1x1 + β2x2+. . . +
+ ε, then the coefficient of determination won’t
decrease.
參考答案
答案：[無官方正解]
難度：計算中-1
書單：沒有書單，新增