Which of the following is true of the White test?
A) The White test is used to detect the presence of multicollinearity in a linear regression model.
B) The White test cannot detect forms of heteroskedasticity that invalidate the usual Ordinary Least Squares standard errors.
C) The White test can detect the presence of heteroskedasticty in a linear regression model even if the functional form is misspecified.
D) The White test assumes that the square of the error term in a regression model is uncorrelated with all the independent variables, their squares and cross products.
Correct Answer:
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Q2: Weighted least squares estimation is used only
Q3: Which of the following is a difference
Q4: Which of the following is true?
A)In ordinary
Q5: The square root of the quantity
Q6: The general form of the t statistic
Q8: Consider the following regression model: yi =
Q9: The generalized least square (GLS) is an
Q10: Consider the following regression equation:
Q11: The heteroskedasticity-robust _ is also called the
Q12: Which of the following tests helps in
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