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The Homoskedasticity-Only F-Statistic and the Heteroskedasticity-Robust F-Statistic Typically Are

Question 48

Multiple Choice

The homoskedasticity-only F-statistic and the heteroskedasticity-robust F-statistic typically are


A) the same
B) different
C) related by a linear function
D) a multiple of each other (the heteroskedasticity-robust F-statistic is 1.96 times the homoskedasticity-only F-statistic)

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