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In regression, we assume noise is independent of all measured predictors. What happens if it isn’t?

Pankaj Dey

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In regression, we assume noise is independent of all measured predictors. What happens if it isn’t?

A number of key assumptions underlie the linear regression model – among them linearity and normally distributed noise (error) terms with constant variance In this post, I consider an additional assumption: the unobserved noise is uncorrelated with any covariates or predictors in the model.


Link: https://www.rdatagen.net/post/linear-regression-models-assume-noise-is-independent/
« Last Edit: October 10, 2018, 07:21:13 PM by Pankaj Dey »
Pankaj