Multiple Choice
The final step in the Breusch-Pagan test is to perform
A) an F-test of the overall significance of the squared residuals regression.
B) an F-test of the overall significance of the original OLS regression.
C) a t-test of the overall significance of the squared residuals regression.
D) an F-test of the individual significance of the suspect independent variable in the squared residuals regression.
Correct Answer:
Verified
Correct Answer:
Verified
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