Monday, February 23, 2015

interview question

  • what is the assumption of 

    Linear Regression

  • linear
  • ϵi has E[ϵi]=0
  • at least one xi is different
  • xi uncorrelated with ϵi
  • ϵi has V(ϵi)=σ2
  • ϵi is indepdent of ϵj
  • ϵi∼N(0,σ2) so yi|xi∼N(α+βxi,σ2)
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