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Test Statistics for the LM Test and the Wald Test

Question 4

Multiple Choice

Test statistics for the LM test and the Wald test are usually constructed to follow a


A) χ2 distribution and F-distribution, respectively
B) χ2 distribution and t-distribution, respectively
C) F-distribution and χ2 distribution, respectively
D) t-distribution and χ2 distribution, respectively

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