Assumption of Independence of Errors in Regression

Very Easy Multiple Regression Analysis Model Assumptions

In multiple regression analysis, certain assumptions must be met to ensure the validity of the model results. One of the key assumptions is known as the independence of errors.

Which of the following statements best describes the assumption of independence of errors in a regression model?

The residuals should not show any correlation with one another.

The independent variables must be uncorrelated with each other.

The residuals must follow a normal distribution.

Hint

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