Consider the following linear regression model: Yi B₁ + B₂x2 i + B3 x 3i + Ci = 1 o² = a₁ + a₂7 X2i What is the form of the auxiliary regression for the Lagrange multiplier (LM) test? Select one: ○a. ê² = α₁ +α2X2i + A3X3i O b. O c. O d. = a₁ + a2x²i + α3x2²2i 1 = a₁ + a₂. ² = α₁ +α2X2i X2i
Consider the following linear regression model: Yi B₁ + B₂x2 i + B3 x 3i + Ci = 1 o² = a₁ + a₂7 X2i What is the form of the auxiliary regression for the Lagrange multiplier (LM) test? Select one: ○a. ê² = α₁ +α2X2i + A3X3i O b. O c. O d. = a₁ + a2x²i + α3x2²2i 1 = a₁ + a₂. ² = α₁ +α2X2i X2i
Chapter3: Polynomial Functions
Section: Chapter Questions
Problem 18T
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