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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  1. 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

 

  1. Conduct a test at the level to see if conditional heteroskedasticity is present
  2. In view of your answer for a), what needs to be done?
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