In OLS with a large sample, the coefficient estimates will be:
A) Correct
B) Normally distributed.
C) Centered on zero.
D) Correct.

Question

Quizplus · Accepted Answer

In OLS with a large sample, the central limit theorem states that the coefficient estimates will be approximately normally distributed. This is because the sample mean of the estimated coefficients tends to approach a normal distribution as the sample size increases. The other options, such as "correct" and "centered on zero," are not necessarily true for all cases and depend on the specific model and variables being analyzed.

In OLS with a Large Sample, the Coefficient Estimates Will