Which one of the following statements is true?Select one:O a. In large samples, there are not manydiscrepancies between the outcomes of theF test and the LM testO b. Degrees of freedom of the unrestrictedmodel is necessary for using the LM test.O c. The LM test can be used to test hypotheseswith single restrictions only and providesinefficient results for multiplerestrictionsO d. The LM statistic is derived based on thenormality assumption Which one of the following is a true biasedestimator of the error variance o?Select one:O a. o? = E(µ²)O b. o? = n-1) D" =1 û¡ = SSR/nO c. o² = n-1) E" =1 43 =SS R/nO d. o² = n¯1) E =1 (H; )² = SS R/n

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Answered: a. In large samples

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a. In large samples

MATLAB: An Introduction with Applications

6th Edition

ISBN:9781119256830

Author:Amos Gilat

Publisher:Amos Gilat

Chapter1: Starting With Matlab

Section: Chapter Questions

Problem 1P

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Question

Which one of the following statements is true?
Select one:
O a. In large samples, there are not many
discrepancies between the outcomes of the
F test and the LM test
O b. Degrees of freedom of the unrestricted
model is necessary for using the LM test.
O c. The LM test can be used to test hypotheses
with single restrictions only and provides
inefficient results for multiple
restrictions
O d. The LM statistic is derived based on the
normality assumption

Which one of the following is a true biased
estimator of the error variance o?
Select one:
O a. o? = E(µ²)
O b. o? = n-1) D" =1 û¡ = SSR/n
O c. o² = n-1) E" =1 43 =
SS R/n
O d. o² = n¯1) E =1 (H; )² = SS R/n

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