The four conditions (LINE) that comprise the multiple linear regression model generalises the simple linear regression model conditions:
- The mean of the response, ( ), at each set of values of the predictors, (1 , 2 , ), is a
Linear Function of the predictors - The errors, , are Independent - The errors, , at each set of values of the predictors, (1 , 2 , ), are Normally Distributed - The errors, , at each set of values of the predictors, (1 , 2 , ), have Equal Variances
An alternative way to describe all four assumptions is that the errors, , are independent normal random variables with mean zero and constant variance, 2 .