Which of the following conditions can be detected from residual analysis?
A) nonconstant variance |
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B) |
multicollinearity |
|
C) |
dummy variables |
|
D) |
presence of transformations |
Nonconstant variance is a condition which can be determined by using residual analysis.
Option A is correct.
Which of the following conditions can be detected from residual analysis? A) nonconstant variance B) multicollinearity...
What is multicollinearity and how does it affect the standard errors of OLS estimators? (b) In the context of perfect multicollinearity between explanatory variables, explain why the OLS estimators cannot be derived. (c) With what methods can one detect multicollinearity? (d) Given relatively high variance of individual explanatory variables, explain why relatively low t-statistics but a relatively high F-statistic for the regression is an indication of multicollinearity.
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