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1. Which of the following conditions are necessary for the quantity t* = 02 - P2 to be drawn from a t- S bz distribution?

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1. Which of the following conditions are necessary for the quantity t* = 02 - P2 to be drawn from a t- S bz distribution? a. The error terms are uncorrelated with LHS variables. b. The RHS variables are independently drawn from one another The error terms all have the same variance. d. The R-squared is less than 1

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