Multiple Choice
In a regression model,if variance of the dependent variable,y,conditional on an explanatory variable,x,or Var(y|x) ,is not constant,_____.
A) the t statistics are invalid and confidence intervals are valid for small sample sizes
B) the t statistics are valid and confidence intervals are invalid for small sample sizes
C) the t statistics and confidence intervals are both invalid no matter how large the sample size is
D) the t statistics confidence intervals are valid no matter how large the sample size is
Correct Answer:
Verified
Correct Answer:
Verified
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