Which of the following do not cause the usual OLS t statistics to be invalid (that is, to have t distributions under H0)
Posted: Thu May 26, 2022 7:37 am
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
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