#ols

Question 1: Select all that apply

mediumAI-checkedLinear Models & Regularization

You fit ordinary least squares (OLS) and want to trust its standard errors and confidence intervals. Which of these are assumptions of the classical linear regression model? Select all that apply.

The expected target is a linear function of the coefficients and the features1
The features must be uncorrelated with each other2
The errors are uncorrelated with one another and have constant variance3
Each feature must itself follow a normal distribution4
For exact small-sample tests and intervals, the errors are normally distributed5

Timed test