You conduct a regression of the squared residuals against the dummy variables X1, X2, and X3 and find that for the squared residuals regression: Multiple R 0.4145 R Square 0.1718 Adjusted R S
You conduct a regression of the squared residuals against the dummy variables X1, X2, and X3 and find that for the squared residuals regression: Multiple R 0.4145 R Square 0.1718 Adjusted R S
Glencoe Algebra 1, Student Edition, 9780079039897, 0079039898, 2018
18th Edition
ISBN:9780079039897
Author:Carter
Publisher:Carter
Chapter4: Equations Of Linear Functions
Section4.6: Regression And Median-fit Lines
Problem 4PPS
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- You conduct a regression of the squared residuals against the dummy variables X1, X2, and X3 and find that for the squared residuals regression:
|
Multiple R |
0.4145 |
|
R Square |
0.1718 |
|
Adjusted R Square |
0.1600 |
|
SEE |
92.3760 |
- Conduct a test at the level to see if conditional heteroskedasticity is present
- In view of your answer for a), what needs to be done?
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