Multiple Choice
Suppose you are interested in estimating the regression: Y = β0 + β1X1 + β2X2 + β3X3.Using a sample of 40 observations,we get y = 13.2 + 18.4x1 + 0.033x2 + 1732.4x3,R2 = 0.88,s
= 6) 3,s
= 15.2,s
= ) 0025,and s
= 1443.2.These results suggest that this model is affected by:
A) autocorrelation.
B) specification bias.
C) multicollinearity.
D) heteroscedasticity.
Correct Answer:

Verified
Correct Answer:
Verified
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