Which of the following do not cause the usual OLS t statistics to be invalid (that is, to have t distributions under H0)

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answerhappygod
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Which of the following do not cause the usual OLS t statistics to be invalid (that is, to have t distributions under H0)

Post by answerhappygod »

Which of the following do not cause the usual
OLS t statistics to be invalid (that is, to have t distributions
under H0)?
1- Omitting an important independent variable
2-Heteroskedasticity
3- The error term non-normally distributed
4-Multicollinearity
5-Including irrelevant variable
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