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  3. (2) suppose the original regression is given by y

(2) Suppose the original regression is given by y = ?0 + ?1x1 + ?2x2 + ?3x3...

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Basic Math

(2) Suppose the original regression is given by y =?0 + ?1x1 + ?2x2 +?3x3 + u. You want to test forheteroscedasticity using F test. What auxiliary regression shouldyou run? What is the

null hypothesis you need to test?

Answer & Explanation Solved by verified expert
4.1 Ratings (642 Votes)
Given the regression function Y 0 1X1 2X2 kXk we wish to test the hypothesis H0 kq1 0 k 0 Against the alternative H1 at least one of the restricted parameters are different from zero 1 Regress y on the restricted set of independent variables and save the residuals u 2 Regress u on all of the independent    See Answer
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