Which of the Following Is NOT an Assumption Made About

Multiple Choice

Which of the following is NOT an assumption made about the error term in least squares regression?

A) The mean or average value of the error term is zero.
B) The variance of the error term is constant across levels of the predictor variable.
C) The values of the error term are independent of the predictor variable.
D) The values of the error term are independent of one another.
E) All of the above are necessary assumptions underlying the least squares solution.