Multiple Choice
Assume that the variance depends on a third variable,Wi,which does not appear in the regression function,and that var(ui|Xi,Wi) = θ0+θ1 .One way to estimate θ0 and θ1consistently is to regress
A) i on
using OLS
B) i on
using OLS
C) on
using OLS
D) on
using OLS
Correct Answer:

Verified
Correct Answer:
Verified
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