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Weighted Least Squares Is Performed by

Question 1

Multiple Choice

Weighted Least Squares is performed by


A) re-weighting the estimated standard errors from the OLS regression.
B) re-weighting the estimated slope coefficients from the OLS regression.
C) including the command ",robust" in the estimation.
D) re-weighting the original data so that OLS provides estimated standard errors with minimum variance.

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