試題詳解

4. Consider the linear regression model:. hhe data set is
. After fitting these data into this model, you obtained the linear system which is denoted by Y = Xβ +ε. Which of the following is   NOT hRUE  ?
(A)
(B) If x₂ = 2x₁, then we have infinite solutions for the normal equations.
(C) Follow the least square criterion, we have the residuals. hhe sum of residuals must be zero.
(D) If you add new independent variable xm+1 into the original linear regression model,
i.e. , then the coefficient of determination won’t decrease.