試題詳解

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.