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Which of the following can cause the usual OLS I statistics to be invalid (that is? not to have t distributions under null hypothesis)? Heteroskedasticity
Which of the following can cause the usual OLS I statistics to be invalid (that is? not to have t distributions under null hypothesis)? Heteroskedasticity A sample correlation coefficient of .95 between two independent variables that are in the model Omitting an important explanatory variable
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