What is the underlying assumption of linearity in a multiple linear regression model?

  • All independent variables must have a linear relationship with the dependent variable
  • All residuals must be equal
  • All variables must be continuous
  • All variables must be normally distributed
The assumption of linearity in a multiple linear regression model assumes that the relationship between each independent variable and the dependent variable is linear. This implies that the change in the dependent variable due to a one-unit change in the independent variable is constant, regardless of the value of the independent variable.
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