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The Second Step in the Breusch-Pagan Test Is to Regress

Question 7

Multiple Choice

The second step in the Breusch-Pagan test is to regress the


A) residuals on the independent variables from the original OLS regression.
B) squared residuals on the residuals from the original OLS regression.
C) squared residuals on the independent variables from the original OLS regression.
D) residuals on the squared residuals from the original OLS regression.

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