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The Second Step in the Modified White's Test Is to Regress

Question 25

Multiple Choice

The second step in the Modified White's test is to regress the


A) residuals on the predicted value of the dependent variable.
B) squared residuals on the predicted value of the dependent variable.
C) squared residuals on the predicted value of the dependent variable squared.
D) squared residuals on the predicted value of the dependent variable and the predicted value of the dependent variable squared.

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