Suppose you conduct the modified White's Test. You estimate the regression with the squared residuals as the dependent variable and predicted values and predicted values squared as independent variables. From the regression results, you get the F-statistic is 28.223 with a p-value less than 0.001. At a Level of Significance of 5%, what does the modified White's Test say about the Linear Regression?

Group of answer choices

a) Heteroskedasticity is unlikely to be a problem with the Linear Regression

b) Heteroskedasticity is likely to be a problem with the Linear Regression

c) The coefficients of the Linear Regression are likely biased

d) The Linear Regression doesn't have a good Goodness-of-Fit