In the presence of heteroskedastic model errors, assuming that the errors are homoskedastic, will cause: O A biased R-squared O T-statistics that are invalid Biased residuals squared Biased coefficients and invalid t-statistics that are invalid P-values that are bigger than they should be

MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
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In the presence of heteroskedastic model errors, assuming that the errors are homoskedastic, will
cause:
A biased R-squared
O T-statistics that are invalid
Biased residuals squared
Biased coefficients and invalid t-statistics that are invalid
O P-values that are bigger than they should be
Transcribed Image Text:In the presence of heteroskedastic model errors, assuming that the errors are homoskedastic, will cause: A biased R-squared O T-statistics that are invalid Biased residuals squared Biased coefficients and invalid t-statistics that are invalid O P-values that are bigger than they should be
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