Consider the simple regression model: Yiα1 a 2 x i + еi We collect the residuals and assign them to a variable e_hat. What can we determine from the following output: e_hat² = 0.36 - 1.42xi R² = 0.6 (s.e.) (0.319) (0.543) = 2.70, If F(1,N-2,0.99) (a) We don't have enough information to determine if heteroskedasticity exists (b) There is evidence of heteroskedasticity at the 1% level. (c) There is no evidence of autocorrelation. (d) We fail to reject the null and conclude that heteroskedasticity does not exist in this model at the 1% level. (e) There is evidence of serial correlation

Advanced Engineering Mathematics
10th Edition
ISBN:9780470458365
Author:Erwin Kreyszig
Publisher:Erwin Kreyszig
Chapter2: Second-order Linear Odes
Section: Chapter Questions
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Consider the simple regression model:
Yiα1 a 2 x i + еi
We collect the residuals and assign them to a variable e_hat. What can we determine
from the following output:
e_hat² = 0.36 - 1.42xi
R² = 0.6
(s.e.) (0.319) (0.543)
= 2.70,
If F(1,N-2,0.99)
(a) We don't have enough information to determine if heteroskedasticity exists
(b) There is evidence of heteroskedasticity at the 1% level.
(c) There is no evidence of autocorrelation.
(d) We fail to reject the null and conclude that heteroskedasticity does not exist in
this model at the 1% level.
(e) There is evidence of serial correlation
Transcribed Image Text:Consider the simple regression model: Yiα1 a 2 x i + еi We collect the residuals and assign them to a variable e_hat. What can we determine from the following output: e_hat² = 0.36 - 1.42xi R² = 0.6 (s.e.) (0.319) (0.543) = 2.70, If F(1,N-2,0.99) (a) We don't have enough information to determine if heteroskedasticity exists (b) There is evidence of heteroskedasticity at the 1% level. (c) There is no evidence of autocorrelation. (d) We fail to reject the null and conclude that heteroskedasticity does not exist in this model at the 1% level. (e) There is evidence of serial correlation
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