18.2 You are analyzing a linear regression model with 500 observations and one regressor. Explain how you
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18.2 You are analyzing a linear regression model with 500 observations and one regressor. Explain how you would construct a confidence interval for b1 if:
a. Assumptions #1 through #4 in Key Concept 18.1 are true, but you think Assumption #5 or #6 might not be true.
b. Assumptions #1 through #5 are true, but you think Assumption #6 might not be true. (Give two ways to construct the confidence interval.)
c. Assumptions #1 through #6 are true.
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Related Book For
Introduction To Econometrics
ISBN: 9781292071367
3rd Global Edition
Authors: James Stock, Mark Watson
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