Multiple Choice
If you perform a Hausman test on a random effects model and have a test statistic that exceeds your critical value,what should you conclude?
A) all of the regressors in the RE model are exogenous
B) none of the common RE and FE coefficients are significantly different
C) at least one of the coefficients is significantly different from zero
D) at least one of the regressors in the RE model is endogenous
Correct Answer:
Verified
Correct Answer:
Verified
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