Consider the following linear regression model: Yi =B₁ + B2x2 i + B3 x 3i + Ci 1 = a₁ + a27₁ X2i What is the distribution of the LM (lagrange multiplier) test statistic? Select one: O a. x/²2 O b. x² O c. X3 O d. x²

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Consider the following linear regression model:
Yi B₁ + B₂x2 i + B3 x 3 i + Ci
=
1
X2i
What is the distribution of the LM (lagrange multiplier) test statistic?
= a₁ + a2
Select one:
O a. x/²2
O b. x²
O c. X3
O d. x²
Transcribed Image Text:Consider the following linear regression model: Yi B₁ + B₂x2 i + B3 x 3 i + Ci = 1 X2i What is the distribution of the LM (lagrange multiplier) test statistic? = a₁ + a2 Select one: O a. x/²2 O b. x² O c. X3 O d. x²
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