The heteroskedasticity-robust _____ is also called the heteroskedastcity-robust Wald statistic.
A)t statistic
B)F statistic
C)LM statistic
D)z statistic

Question

Quizplus · Accepted Answer

The heteroskedasticity-robust F statistic is also known as the heteroskedasticity-robust Wald statistic. It is used in the context of regression analysis to test hypotheses when there is a concern about heteroskedasticity, which is a condition where the variance of the errors is not constant across observations.

The Heteroskedasticity-Robust _____ Is Also Called the Heteroskedastcity-Robust Wald Statistic