Which of the following are consequences of heteroscedasticity for regression analysis? Choose as many statements as you think are correct. Incorrect answers are penalised. O a. The standard OLS estimator of a? is biased. O b. Confidence intervals computed using the standard methods do not have the correct probability coverage. Oc. The t-statistics produced by the OLS procedure in Greti should be disregarded, but the p-values are reliabie. O d. The estimated standard errors of the coefficient estimators, computed using the standard method, are reliable. O e. The standard OLS estimator of ß, is biased for i = 1,. k. O1. The standard OLS estimator of B, is inefficient for i = 1, ..., k.
Which of the following are consequences of heteroscedasticity for regression analysis? Choose as many statements as you think are correct. Incorrect answers are penalised. O a. The standard OLS estimator of a? is biased. O b. Confidence intervals computed using the standard methods do not have the correct probability coverage. Oc. The t-statistics produced by the OLS procedure in Greti should be disregarded, but the p-values are reliabie. O d. The estimated standard errors of the coefficient estimators, computed using the standard method, are reliable. O e. The standard OLS estimator of ß, is biased for i = 1,. k. O1. The standard OLS estimator of B, is inefficient for i = 1, ..., k.
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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