The homoskedasticity-only F-statistic and the heteroskedasticity-robust F-statistic typically are
A)the same
B)different
C)related by a linear function
D)a multiple of each other (the heteroskedasticity-robust F-statistic is 1.96 times the homoskedasticity-only F-statistic)

Question

Quizplus · Accepted Answer

The homoskedasticity-only F-statistic and the heteroskedasticity-robust F-statistic are different because the former assumes equal variances, while the latter relaxes that assumption and adjusts for possible heteroskedasticity in the data.

The Homoskedasticity-Only F-Statistic and the Heteroskedasticity-Robust F-Statistic Typically Are