Solved

If the Residuals of a Regression on a Large Sample

Question 19

Multiple Choice

If the residuals of a regression on a large sample are found to be heteroscedastic which of the following might be a likely consequence?
(I) The coefficient estimates are biased
(ii) The standard error estimates for the slope coefficients may be too small
(iii) Statistical inferences may be wrong


A) (i) only
B) (ii) and (iii) only
C) (i) , (ii) and (iii)
D) (i) and (ii) only

Correct Answer:

verifed

Verified

Unlock this answer now
Get Access to more Verified Answers free of charge

Related Questions