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Which of the following is not true? 6) in the multiple regression model, if an independent variable is correlated with the error term but the
Which of the following is not true? 6) in the multiple regression model, if an independent variable is correlated with the error term but the other independent variables are uncorrelated with error term1 then all of the OLS estimators are inconsistent. 0 degrees of freedom of the unrestricted model are not necessarv for using the LM test. 0 if ll, an unbiased estimator of ,6}, is also a consistent estimator of 1, then when the sample I: tends to mrdtv, then he distribution of la} collapses to the single point 15;. 0 None of the above
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