Multiple Choice
The final step in the Goldfeld-Quandt test is to
A) perform an F-test of the overall significance of the estimated sample regression functions.
B) calculate the Goldfeld-Quandt test statistic and compare it to the appropriate critical value.
C) compare the calculated R2 values for the estimated sample regression functions.
D) a t-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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