A) Second
B) Third
C) Fourth
D) None of these
View AnswerA) Second
Statistics MCQs
If Var (Ui) is not constant then it is called
A) Heteroscedasticity
B) Multicollinearity
C) Autocorrelation
D) Homoscedasticity
View Answer A) Heteroscedasticity
|(xx) ́ | = 0 if there is —————– Multicollinearity.
A) Low
B) Severe
C) Perfect
D) None of these
View Answer C) Perfect
Farrier and Glauber test is used to detect:
A) Heteroscedasticity
B) Multicollinearity
C) Autocorrelation
D) Specification error
View Answer B) Multicollinearity
If a relevant regressor is not included in the model then there is:
A) Heteroscedasticity
B) Multicollinearity
C) Autocorrelation
D) Specification error
View Answer D) Specification error
The value of d (Durban Watson test statistic) lies between ————-.
A) 0 and 4
B) 0 and 2
C) -2 and 2
D) 0 and 1
View AnswerA) 0 and 4