Consider the following linear regression model: Yi B₁ + B₂x2 i + B3 x 3i + Ci = 1 o² = a₁ + a₂7 X2i What is the form of the auxiliary regression for the Lagrange multiplier (LM) test? Select one: ○a. ê² = α₁ +α2X2i + A3X3i O b. O c. O d. = a₁ + a2x²i + α3x2²2i 1 = a₁ + a₂. ² = α₁ +α2X2i X2i

MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
Question

q7- 

Consider the following linear regression model:
: B₁ + B₂x2i + B3X3i + Ci
Yi =
1
X2i
What is the form of the auxiliary regression for the Lagrange multiplier (LM) test?
of = a₁ + a₂
Select one:
a. ê² = ª₁ + α2X2i + A3X3i
O b. ²
c.
○ d.
= α₁ + A2X²i + α3x²½¾¡i
1
ê² = α₁ + α₂¬
² = α₁ + α2X²i
x2i
Transcribed Image Text:Consider the following linear regression model: : B₁ + B₂x2i + B3X3i + Ci Yi = 1 X2i What is the form of the auxiliary regression for the Lagrange multiplier (LM) test? of = a₁ + a₂ Select one: a. ê² = ª₁ + α2X2i + A3X3i O b. ² c. ○ d. = α₁ + A2X²i + α3x²½¾¡i 1 ê² = α₁ + α₂¬ ² = α₁ + α2X²i x2i
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