sunflowergirl861 sunflowergirl861

14-05-2023
Mathematics

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Which of the following can cause the usual OLS t statistics to be invalid (that is, not to have t distributions under the null hypothesis H0)? Explain.(i) Heteroskedasticity.(ii) A sample correlation coefficient of 0.95 between two independent variables that are in the model.(iii) Omitting an important explanatory variable

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