Multiple Choice
Which of these statements is true?
(I) The F-distribution has 2 degrees of freedom parameters
(II) Asymptotically, the LM test and the Wald test are equivalent
(III) The results from the LM and Wald tests may differ somewhat in small samples
(IV) The F-distribution is a special case of the t-distribution
A) I only
B) I and II
C) I, II and III
D) I, II, III and IV
Correct Answer:

Verified
Correct Answer:
Verified
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