Suppose that while performing the Modified White's test,you estimate the model $e _ { i } ^ { 2 } = \delta _ { 0 } + \delta _ { 1 } \hat { y } _ { i } + \delta _ { 2 } \hat { y } _ { i } ^ { 2 } + u _ { i }$ The final step in the Modified White's test is to perform A)an F-test of the overall significance of the squared residuals regression. B)an F-test of the joint significance of δ₁ and δ₂. C)a t-test of the individual significance of δ₁. D)a t-test of the individual significance of δ₂.

Question

Quizplus · Accepted Answer

The Answer of Suppose that while performing the Modified White's test,you estimate the model $e _ { i } ^ { 2 } = \delta _ { 0 } + \delta _ { 1 } \hat { y } _ { i } + \delta _ { 2 } \hat { y } _ { i } ^ { 2 } + u _ { i }$ The final step in the Modified White's test is to perform A)an F-test of the overall significance of the squared residuals regression. B)an F-test of the joint significance of δ₁ and δ₂. C)a t-test of the individual significance of δ₁. D)a t-test of the individual significance of δ₂.

Suppose That While Performing the Modified White's Test,you Estimate the Model