The results for the regression are as follows CoefficientsStandard ErrorT stat Intercept14.630.522627.995 financial crisis13.711.061012.922 COVID-19 crisis15.711.66439.439 transition5.401.18354.563 In estimating the regression, you are also concerned that the t-statistics may be inflated because of the presence of conditional heteroscedasticity. You conduct a regression of the squared residuals against the dummy variables X1, X2, and X3 and find that for the squared residuals regression: Multiple R0.4145 R Square0.1718 Adjusted R Square0.1600 SEE92.3760 Conduct a test at the level to see if conditional heteroskedasticity is presentIn view of your answer for a), what needs to be done?

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In estimating the regression, you are also concerned that the t-statistics may be inflated because of the presence of conditional heteroscedasticity.

Glencoe Algebra 1, Student Edition, 9780079039897, 0079039898, 2018

18th Edition

ISBN:9780079039897

Author:Carter

Publisher:Carter

Chapter10: Statistics

Section10.1: Measures Of Center

Problem 9PPS

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Question

The results for the regression are as follows

	Coefficients	Standard Error	T stat
Intercept	14.63	0.5226	27.995
financial crisis	13.71	1.0610	12.922
COVID-19 crisis	15.71	1.6643	9.439
transition	5.40	1.1835	4.563

In estimating the regression, you are also concerned that the t-statistics may be inflated because of the presence of conditional heteroscedasticity.

You conduct a regression of the squared residuals against the dummy variables X1, X2, and X3 and find that for the squared residuals regression:

	Multiple R	0.4145
	R Square	0.1718
	Adjusted R Square	0.1600
	SEE	92.3760

Conduct a test at the level to see if conditional heteroskedasticity is present
In view of your answer for a), what needs to be done?

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