試題詳解

5. Which of the following statements is true?
(A) In a simple regression model, the determinant is zero means there is no relation between the dependent and independent variables.
(B) If the distribution of the disturbance term is not a normal distribution, then the OLS estimator cannot be unbias.
(C) If the intercept of the regression function is very close to zero, we can infer that the intercept is not significantly different from zero.
(D) If we use t-distribution to test whether the coefficient of the regression function is significantly differently from zero, the distribution of the OLS estimator of the coefficient should be a normal distribution.