Suppose That While Performing the Modified White's Test,you Estimate the Model

Multiple Choice

Suppose that while performing the Modified White's test,you estimate the model $e _ { i } ^ { 2 } = \delta _ { 0 } + \delta _ { 1 } \hat { y } _ { i } + \delta _ { 2 } \hat { y } _ { i } ^ { 2 } + u _ { i }$
The final step in the Modified White's test is to perform

A) an F-test of the overall significance of the squared residuals regression.
B) an F-test of the joint significance of δ₁ and δ₂.
C) a t-test of the individual significance of δ₁.
D) a t-test of the individual significance of δ₂.