習題:
  Exercise:
  The Error term represents the portion of the:
  A     Dependent variable that is not explained by the independent variables.
  B     Dependent variable that is explained by the independent variable(s).
  C     Independent variables that are explained by the dependent variable.
  D     Dependent variable that is explained by the error in the independent variable(s)
  解析:
  Answer: A
  Explanation: The error term represents effects from independent variables not included in the model. It could be explained by additional independent variables.
  知識點:
  Error Term of the Linear Regression Model
  The linear regression model with a single regressor is as follow:
 
  The error term εi contains all the other factors besides X that determine the value of the dependent variable.
  本站提供FRM考試網(wǎng)絡課程免費試聽  請點擊試聽
        FRM考試在線高清視頻指導